Article ID: | iaor2008924 |
Country: | United Kingdom |
Volume: | 26 |
Issue: | 5 |
Start Page Number: | 255 |
End Page Number: | 264 |
Publication Date: | Sep 2005 |
Journal: | Optimal Control Applications & Methods |
Authors: | Galewska E., Nowakowski A. |
Keywords: | programming: dynamic |
In this paper we derive sufficient conditions for optimal control problems with mixed control and state constraints by applying a dual approach to the dynamic programming. These conditions guarantee that a relative minimum is achieved. We seek an optimal pair in the class of those admissible pairs for which graphs of trajectories belong to a set defined by a function satisfying a dual equation of dynamic programming. This set usually differs from the classical neighbourhood of an optimal trajectory. We prove a verification theorem and introduce an optimal dual feedback control.