Exact penalization of pointwise constraints for optimal control problems
Eduardo Casas (2009)
Control and Cybernetics
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Displaying similar documents to “A characterization of stability and sensitivity properties for state-constrained optimal control”
Exact penalization of pointwise constraints for optimal control problems
On convergence of regularization methods for nonlinear parabolic optimal control problems with control and state constraints
Ira Neitzel, Fredi Tröltzsch (2008)
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Normality of the maximum principle for absolutely continuous solutions to Bolza problems under state constraints
Hélène Frankowska (2009)
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Optimality and stability result for bang-bang optimal controls with simple and double switch behaviour
Ursula Felgenhauer, Laura Poggiolini, Gianna Stefani (2009)
Control and Cybernetics
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Revisiting the analysis of optimal control problems with several state constraints
J. Bonnans, Audrey Hermant (2009)
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Optimal synthesis via superdifferentials of value function
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Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems
Muhafzan (2010)
International Journal of Applied Mathematics and Computer Science
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This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a solution. We propose a new sufficient condition in terms of primal dual semidefinite programming for the existence of the optimal state-control pair of the problem considered. The results show that semidefinite programming is an elegant method to solve the problem under consideration. Numerical examples are given to illustrate the...
Optimal control of partial differential equations with affine control constraints
Juan de Los Reyes, Karl Kunisch (2009)
Control and Cybernetics
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