Author	Pytlak, Radosลaw. author
Title	Numerical Methods for Optimal Control Problems with State Constraints [electronic resource] / by Radosลaw Pytlak
Imprint	Berlin, Heidelberg : Springer Berlin Heidelberg, 1999
Connect to	http://dx.doi.org/10.1007/BFb0097244
Descript	XV, 218 p. online resource

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature

Estimates on solutions to differential equations and their approximations -- First order method -- Implementation -- Second order method -- Runge-Kutta based procedure for optimal control of differentialโ Algebraic Equations

1. Mathematics
2. System theory
3. Numerical analysis
4. Calculus of variations
5. Economic theory
6. Mathematics
7. Systems Theory
8. Control
9. Calculus of Variations and Optimal Control; Optimization
10. Numerical Analysis
11. Economic Theory/Quantitative Economics/Mathematical Methods