A method for relaxing state constraints in nonsmooth optimal control problems

Authors

  • Michael P. Dymkov Belarus State Economic University, 26 Partyzanski Avenue, Minsk 220070, Belarus
  • Siarhey M. Dymkou Independent researcher, Minsk, Belarus

Keywords:

optimal control, state constraints, nonsmooth optimisation, approximation

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.

Author Biographies

  • Michael P. Dymkov, Belarus State Economic University, 26 Partyzanski Avenue, Minsk 220070, Belarus

    doctor of science (physics and mathematics), full professor; professor at the department of higher mathematics, faculty of digital economy

  • Siarhey M. Dymkou, Independent researcher, Minsk, Belarus

    PhD (physics and mathematics); independent researcher

References

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Published

2022-07-15

Issue

No. 2 (2022): Journal of the Belarusian State University. Mathematics and Informatics

Section

Short Communications

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How to Cite

[1]
Dymkov, M.P. and Dymkou, S.M. 2022. A method for relaxing state constraints in nonsmooth optimal control problems. Journal of the Belarusian State University. Mathematics and Informatics. 2 (Jul. 2022), 107–114. DOI:https://doi.org/10.33581/2520-6508-2022-2-107-114.