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An Optimal Control Problem with a Relaxed State Constraint

  • S. M. Aseev

摘要

We explore an optimal control problem in the context of a specified open set representing “undesirable” system states. This problem statement is closely linked to the standard optimal control problem with a state constraint and can be viewed as a relaxation of the latter. The interrelation between these problems is examined. Recently derived necessary first-order optimality conditions for the discussed problem are presented. An illustrative example is given.