A solution method for regular optimal control problems with state constraints

A method of region analysis is developed for solving a class of optimal control problems with one state and one control variable, including state and control constraints. The performance index is strictly convex with respect to the control variable, while this variable appears only linearly in the state equation. The convexity or linearity assumption of the performance index or the state equation with respect to the state variable is not required.The author would like to express his sincere gratitude to Prof. R. Klötzler, Prof. E. Zeidler, Prof. H. Schumann, Prof. J. Focke, and other colleagues of the Department of Mathematics, Karl Marx University, Leipzig, GDR, for their support during his stay in Leipzig.