Geodesic
Calculating an optimal program and an optimal control in a linear problem with a state constraint
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 12, pp. 2112-2130 Cet article a éte moissonné depuis la source Math-Net.Ru

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The linear optimal control problem with a state constraint is studied. A dual method for calculating an optimal program is described. The method is based on a fast algorithm for solving the optimal control problem with intermediate state constraints. It is used for calculating real-time feedback optimal controls. The results are illustrated by an example of the optimal control for a mechanical system with two degrees of freedom. 
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N. V. Balashevich; R. Gabasov; F. M. Kirillova. Calculating an optimal program and an optimal control in a linear problem with a state constraint. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 12, pp. 2112-2130. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_12_a2/

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