Exact penalization of terminal constraints for optimal control problems

Beitrag in einer Fachzeitschrift

Details zur Publikation

Autorinnen und Autoren: Gugat M, ZuaZua E
Zeitschrift: Optimal Control Applications & Methods
Verlag: Wiley-Blackwell
Jahr der Veröffentlichung: 2016
Band: 37
Heftnummer: 3
ISSN: 0143-2087
Sprache: Englisch


We study optimal control problems for linear systems with prescribed initial and terminal states. We analyze the exact penalization of the terminal constraints. We show that for systems that are exactly controllable, the norm-minimal exact control can be computed as the solution of an optimization problem without terminal constraint but with a nonsmooth penalization of the end conditions in the objective function, if the penalty parameter is sufficiently large. We describe the application of the method for hyperbolic and parabolic systems of partial differential equations, considering the wave and heat equations as particular examples. Copyright © 2016 John Wiley & Sons, Ltd.

FAU-Autorinnen und Autoren / FAU-Herausgeberinnen und Herausgeber

Gugat, Martin apl. Prof. Dr.
Lehrstuhl für Angewandte Mathematik

Einrichtungen weiterer Autorinnen und Autoren

Universidad Autónoma de Madrid (UAM)


Gugat, M., & ZuaZua, E. (2016). Exact penalization of terminal constraints for optimal control problems. Optimal Control Applications & Methods, 37(3). https://dx.doi.org/10.1002/oca.2238

Gugat, Martin, and Enrique ZuaZua. "Exact penalization of terminal constraints for optimal control problems." Optimal Control Applications & Methods 37.3 (2016).


Zuletzt aktualisiert 2018-17-10 um 03:40