Application of the epsilon method and the method of multipliers to a non-linear optimal control problem†

† Partially supported by NSF Grant GP34480 and a State University of New York Faculty Fellowship

Abstract

Existence and convergence results are established for the augmented penalty function associated with a non-linear optimal control problem having a possibly unbounded control set and a possibly infinite time domain. The relaxed case is handled by an application of the deterministic theory

Notes

† Partially supported by NSF Grant GP34480 and a State University of New York Faculty Fellowship