On local convergence of an algorithm for optimal control
- 1 January 1981
- journal article
- research article
- Published by Taylor & Francis in Numerical Functional Analysis and Optimization
- Vol. 3 (3) , 301-319
- https://doi.org/10.1080/01630568108816092
Abstract
This paper presents an algorithm for the solution of optimal control problems with state-dependent control constraints. Under several assumptions that usually hold, some properties of the optimal control are derived. Furthermore, it is proven that the sequence of controls generated by the algorithm converges locally to the optimal control under an additional condition.Keywords
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