On the structure of Lagrange multipliers for state-constrained optimal control problems
✍ Scribed by Maı̈tine Bergounioux; Karl Kunisch
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 201 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0167-6911
No coin nor oath required. For personal study only.
✦ Synopsis
Nous dà edions cet article Â
a Jacques-Louis Lions, qui fut, non seulement un mathà ematicien exceptionnel mais aussi un homme dont les qualità es personnelles à egalaient les qualità es scientiÿques. Il nous restera le souvenir d'un homme attentif et courtois quelque soit son interlocuteur.
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This paper has two main ideas. The first idea is that constrained problems in optimal control theory and the calculus of variations can be associated with unconstrained calculus of variations problems by using multipliers. This allows us to obtain a true Lagrange multiplier rule where both the origi