Exact Penalizations for Optimal Control Problems
成果类型：
Article
署名作者：
Grimaldi, Riccardo A.; Astolfi, Alessandro
署名单位：
University of Padua; Imperial College London; University of Rome Tor Vergata
刊物名称：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN/ISSBN：
0018-9286
DOI：
10.1109/TAC.2025.3533420
发表日期：
2025
关键词：
摘要：
A novel technique to solve optimal control problems with state constraints is proposed. We exploit the theory of exact penalty functions, used in mathematical programming, to construct a systematic procedure to transform two classes of problems with state constraints to equivalent penalized unconstrained problems. We focus on a special class of systems with as many states as controls and subject to a set of equality constraints, which reduces the control authority, both in the case of linear and nonlinear control-affine systems. Two approaches are proposed, and differences, advantages, and drawbacks of such approaches are discussed. Three simple examples illustrate the theory.