Abstract
For an optimal control problem with intermediate state constraints, we construct an iterative descent algorithm and prove a related necessary optimality condition. Finally, we show how these results can be applied to measure-driven multiprocesses.
Partially supported by the Russian Foundation for Basic Research, projects nos 18-31-20030, 18-31-00425, 18-01-00026, 17-01-00733.
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Maltugueva, N., Pogodaev, N., Samsonyuk, O. (2019). Optimality Conditions and Numerical Algorithms for Hybrid Control Systems. In: Khachay, M., Kochetov, Y., Pardalos, P. (eds) Mathematical Optimization Theory and Operations Research. MOTOR 2019. Lecture Notes in Computer Science(), vol 11548. Springer, Cham. https://doi.org/10.1007/978-3-030-22629-9_33
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DOI: https://doi.org/10.1007/978-3-030-22629-9_33
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