A study on state variable inequality constraints in optimal control.

On Separate Computation of Arcs for Optimal Control Problems with State Variable Inequality Constraints

Optimal Control under State Constraints

Optimal control under state constraints has brought new mathematical challenges that have led to new techniques and new theories. We survey some recent results related to issues of regularity of optimal trajectories, optimal controls and the value function, and discuss optimal synthesis and necessary optimality conditions. We also show how abstract inverse mapping theorems of set-valued analysi...

A Optimal control with pure state constraints

The first section provides additional background on solving control problems with pure state constraints. Section B contains proofs, derivations, and the analysis of the Hotelling-like policy in the main text. Section C describes the numerical example’s calibration and solution. Section D adapts the carbon dioxide (CO2) decay model of Golosov et al. (2014) to our setting and demonstrates that t...

Numerical method for solving optimal control problem of the linear differential systems with inequality constraints

In this paper, an efficient method for solving optimal control problems of the linear differential systems with inequality constraint is proposed. By using new adjustment of hat basis functions and their operational matrices of integration, optimal control problem is reduced to an optimization problem. Also, the error analysis of the proposed method is nvestigated and it is proved that the orde...

Optimal Control with Fuzzy Chance Constraints

In this paper, a model of an optimal control problem with chance constraints is introduced. The parametersof the constraints are fuzzy, random or fuzzy random variables. Todefuzzify the constraints, we consider possibility levels.  Bychance-constrained programming the chance constraints are converted to crisp constraints which are neither fuzzy nor stochastic and then the resulting classical op...