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A Variational Inequality Approach to Optimal Control Problems with Joint Constraints

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Operations Research Proceedings 2018

Part of the book series: Operations Research Proceedings ((ORP))

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Abstract

We reformulate the optimal control problem (OCP) with joint state-control constraint into a variational inequality (VI), we use this reformulation to establish the solvability of the OCP, and propose a regularized Galerkin method, convergence properties are presented.

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Acknowledgements

The work was supported by the National Natural Science Foundation of China (No. 11871268).

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Authors and Affiliations

  1. Department of Mathematics, Nanjing University, Nanjing Shi, China

    Zhengyu Wang

  2. Department of Computer Science, Universität der Bundeswehr München, Neubiberg, Germany

    Stefan Pickl

Authors
  1. Zhengyu Wang
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  2. Stefan Pickl
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Correspondence to Stefan Pickl .

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Editors and Affiliations

  1. Department of Computer Science, Université Libre de Bruxelles, Brussels, Belgium

    Bernard Fortz

  2. Department of Computer Science, Université Libre de Bruxelles, Brussels, Belgium

    Martine Labbé

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Wang, Z., Pickl, S. (2019). A Variational Inequality Approach to Optimal Control Problems with Joint Constraints. In: Fortz, B., Labbé, M. (eds) Operations Research Proceedings 2018. Operations Research Proceedings. Springer, Cham. https://doi.org/10.1007/978-3-030-18500-8_63

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