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On problems with bounded state variables
Authors:I Bert Russak
Institution:(1) Guidance Software Design Department, TRW Systems Group, TRW, Redondo Beach, California
Abstract:A set of first-order necessary conditions is obtained for the general control problem of Bolza with bounded state constraints of the formpsgr agr (t, x)le0, agr=1,...,m. With the solution required to satisfy the vector differential equationsx=f(t, x, u), whereu is control, an important feature of this paper is in relaxing the assumption on the rank of the matrixpsgr x agr f u generally made in attacking problems of this type. This is accomplished even though the solution may have an infinite number of intervals satisfyingpsgr agr (t, x)=0 for various agr.The preparation of this paper was sponsored in part by the US Army Research Office, Grant No. DA-31-214-ARO(D)-355.
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