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Optimal control of a nonlinear singular system with state constraints
Authors:S. Ya. Serovaiskii
Affiliation:(1) Al'-Farabi Kasakh State University, USSR
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. Translated fromMatematicheskie Zametki, Vol. 60, No. 4, pp. 511–518, October, 1996.
Keywords:optimal control  nonlinear singular system  state constraints  penalty method
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