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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2023 Volume 321, Pages 31–44 (Mi tm4322)

This article is cited in 1 paper

Weakening State Constraints in Optimal Control Problems

S. M. Aseevab

a Steklov Mathematical Institute of Russian Academy of Sciences, ul. Gubkina 8, Moscow, 119991 Russia
b International Institute for Applied Systems Analysis (IIASA), Schlossplatz 1, A-2361 Laxenburg, Austria

Abstract: An optimal control problem is considered in which the integral term of the functional to be minimized contains the characteristic function of a given open set of undesirable system states. The statement of this problem can be viewed as a weakening of the statement of the standard optimal control problem with a state constraint. Conditions are obtained that guarantee the equivalence of these problems. Two illustrative examples are given.

Keywords: optimal control, state constraint, risk zone, differential inclusion.

UDC: 517.977

Received: August 4, 2022
Revised: October 3, 2022
Accepted: January 9, 2023

DOI: 10.4213/tm4322


 English version:
Proceedings of the Steklov Institute of Mathematics, 2023, 321, 24–36

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© Steklov Math. Inst. of RAS, 2025