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Journal of the Belarusian State University. Mathematics and Informatics, 2022, Volume 2, Pages 107–114
DOI: https://doi.org/10.33581/2520-6508-2022-2-107-114 (Mi bgumi194) 		 
Short communications

A method for relaxing state constraints in nonsmooth optimal control problems

M. P. Dymkova, S. M. Dymkoub

a Belarus State Economic University, 26 Partyzanski Avenue, Minsk 220070, Belarus
b Independent researcher, Minsk, Belarus
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DOI: https://doi.org/10.33581/2520-6508-2022-2-107-114
Abstract: In this paper, we consider the optimal control problem described by a system of ordinary differential equations in the presence of state constraints. Theoretical results are obtained concerning the approximation of this problem by a sequence of new optimal control problems with a modified right-hand side of the control system and no state constraints. The issues of the approximation of continuous control systems by their discrete versions are also discussed.
Keywords: Optimal control; state constraints; nonsmooth optimisation; approximation.
Received: 04.04.2022
Revised: 10.07.2022
Accepted: 10.07.2022
Bibliographic databases:
Document Type: Article
UDC: 517.9
Language: English
Citation: M. P. Dymkov, S. M. Dymkou, “A method for relaxing state constraints in nonsmooth optimal control problems”, Journal of the Belarusian State University. Mathematics and Informatics, 2 (2022), 107–114
Citation in format AMSBIB
\Bibitem{DymDym22}
\by M.~P.~Dymkov, S.~M.~Dymkou
\paper A method for relaxing state constraints in nonsmooth optimal control problems
\jour Journal of the Belarusian State University. Mathematics and Informatics
\yr 2022
\vol 2
\pages 107--114
\mathnet{http://mi.mathnet.ru/bgumi194}
\crossref{https://doi.org/10.33581/2520-6508-2022-2-107-114}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4484479}
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