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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2024 Volume 30, Number 3, Pages 14–29 (Mi timm2101)

An optimal control problem with a relaxed state constraint

S. M. Aseev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Abstract: 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. The recently derived necessary first-order optimality conditions for the discussed problem are presented. Additionally, an illustrative example is given.

Keywords: optimal control, differential inclusion, Pontryagin's maximum principle, refined Euler–Lagrange inclusion, state constraint, discontinuous integrand, risk zone.

UDC: 517.977

MSC: 49K15

Received: 08.07.2024
Revised: 26.07.2024
Accepted: 29.07.2024

DOI: 10.21538/0134-4889-2024-30-3-14-29


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2024, 327, suppl. 1, S28–S43

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© Steklov Math. Inst. of RAS, 2025