Consistent control procedures in the monotone structural evolution. Part 1: Theory

Abstract

The concept of consistent control procedures is introduced in optimal control computations. The stock of such procedures of the MSE, a direct method of dynamic optimization, is extended to handle state-constrained and interior arcs. Thus equipped, the MSE can automatically identify optimal control structures and yield arbitrarily exact approximations of optimal solutions by adjusting a bounded number of parameters. © 2010 Springer -Verlag Berlin Heidelberg.