J Austral Math Soc Ser B 33 pp517--530, 1992.

Nonlinearly constrained optimal control problems

K. L. Teo and K. H. Wong

Abstract

In a paper by Teo and Jennings, a constraint transcription is used together with the concept of control parametrisation to devise a computational algorithm for solving a class of optimal control problems involving terminal and continuous state constraints of inequality type. The aim of this paper is to extend the results to a more general class of constrained optimal control problems, where the problem is also subject to terminal equality state constraints. For illustration, a numerical example is included.

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Authors

K. L. Teo

Dept. of Mathematics, University of Western Australia, Nedlands, W.A., Australia.

K. H. Wong

Dept. of Applied Mathematics, University of the Witwatersrand, Johannesburg, South Africa.