Abstract
This paper presents an algorithm that provides a regularization for the costate
dynamics of state constrained optimal control problems with a scalar constraint under the assumption that the Hamiltonian is convex in the control and the state dynamics equation of the constrained state is monotonically increasing in the control variable. The algorithm is demonstrated with a classical optimal control problem.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the 19th IFAC World Congress of the International Federation of Automatic Control, (IFAC'14), 24-29 August 2014, Cape Town, South Africa |
| Place of Publication | Oxford |
| Publisher | Pergamon |
| Pages | 2456-2461 |
| Publication status | Published - 2014 |