OPTIMAL CONTROL WITH STATE CONTROL CONSTRAINTS

Abstract

optical control theory is playing an Increasingly important role in modern system which has its obi ective the maximization of profit, or the minimization of the cost of the operation of physical, social and economic processes. It is applied in a variety of fields, such as aerospace, chemical Industry, nuclear reactors• trans. ports tion and many others. During the years following world War Il a power ful techniauo for solving finite dimensional optimization problems was developed, namely Mathematical programming. Initially it woo applied mainly in operations research problems. only during the past twelve years a great deal of research activity has been witnessed in the field of optimal control . with the advent of the space age, some of the more rigid conditions and requirements which characterize these modern systems are multiple input- output, constraints on state and input variables, stochas tic systems, unknown or time•.rarying parameters, large scat.' systems, and time.•dolay systems.