It is shown that, when the set of necessary conditions for an optimal control problem with state-variable inequality constraints given by Bryson, Denham, and Dreyfus is appropriately augmented, it is equivalent to the (different) set of conditions given by Jacobson, Lele, and Speyer. Relationships among the various multipliers are given.
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This work was done at NASA Ames Research Center, Moffett Field, California, under a National Research Council Associateship.
Communicated by J. V. Breakwell
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Kreindler, E. Additional necessary conditions for optimal control with state-variable inequality constraints. J Optim Theory Appl 38, 241–250 (1982). https://doi.org/10.1007/BF00934086
- Optimal control
- state constraints
- necessary conditions for optimality