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Zeitschrift für Analysis und ihre Anwendungen

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Volume 10, Issue 3, 1991, pp. 407–413
DOI: 10.4171/ZAA/462

Published online: 1991-09-30

On an Algorithm for Optimal Control Using an Augmented Hamiltonian

Ute Flemmig and Harry Poppe[1]

(1) Universität Rostock, Germany

An algorithm on optimal control due to Y. Sakowa and Y. Shindo is considered. it is based on Pontryagins minimum principle and the Hamiltonian is extended by a penalty term. Using another penalty term for this algorithm, under suitable assumptions we can show that each sequence of control vectors generated by the algorithm converges with respect to the $L_1$-norm to an admissible control fulfilling the first order optimality condition.

Keywords: optimal control, optimization algorithms, Potryagins minimum principle, global convergence of sequences of control functions

Flemmig Ute, Poppe Harry: On an Algorithm for Optimal Control Using an Augmented Hamiltonian. Z. Anal. Anwend. 10 (1991), 407-413. doi: 10.4171/ZAA/462