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Approximation numérique de problèmes de controle optimal avec contrainte sur le controle et sur l'état

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Abstract

The purpose of this paper is a numerical study of some problems of optimal control with constraints on the control and the state. The basic idea is to use duality.

The application of duality to this kind of optimal control problem is developped from a theoretical point of view in a previous paper [13] to which the reader is refered.

Here we give a duality-penalty method and we show that this new method is more suitable than a classical gradient-penalty approach for solving such problems.

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Ce travail est une partie de ma thése de Doctorat es-Sciences, qui sera soutenue à l'Université de Paris XI Orsay.

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Mossino, J. Approximation numérique de problèmes de controle optimal avec contrainte sur le controle et sur l'état. Calcolo 13, 21–62 (1976). https://doi.org/10.1007/BF02575950

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  • DOI: https://doi.org/10.1007/BF02575950

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