Abstract
A control system described by a nonlinear equation of parabolic type is considered in the situation where there may be no global solution. A particular optimal control problem subject to state constraints is studied. A proof of the existence of an optimal control is presented. The penalty method is used to obtain necessary conditions for optimal control. A proof of the convergence of this method is given. The successive approximation method is used to obtain an approximate solution for the conditions derived.
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Translated fromMatematicheskie Zametki, Vol. 60, No. 4, pp. 511–518, October, 1996.
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Serovaiskii, S.Y. Optimal control of a nonlinear singular system with state constraints. Math Notes 60, 383–388 (1996). https://doi.org/10.1007/BF02305421
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DOI: https://doi.org/10.1007/BF02305421