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Neighboring Extremal Solution for Nonlinear Discrete-Time Optimal Control Problems With State Inequality Constraints

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3 Author(s)
Reza Ghaemi ; Dept. of Electr. Eng. & Comput. Sci., Univ. of Michigan, Ann Arbor, MI, USA ; Jing Sun ; Ilya V. Kolmanovsky

A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach is applicable to a broad class of systems with input and state constraints, including two special cases where the constraints depend only on states but not inputs and the constraints are over determined. A closed form solution for the neighboring extremal control is provided and a sufficient condition for existence of the neighboring extremal solution is specified.

Published in:

IEEE Transactions on Automatic Control  (Volume:54 ,  Issue: 11 )