34H05 Control problems [See also 49J15, 49K15, 93C15]
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Erscheinungsjahr
- 2006 (1)
Sprache
- Englisch (1)
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- D1 (1)
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- D (1)
We study optimal control problems for general unstructured nonlinear differential-algebraic equations of arbitrary index.
In particular, we derive necessary conditions in the case of linear-quadratic control problems and extend them to the general nonlinear case.
We also present a Pontryagin maximum principle for general unstructured nonlinear DAEs in the case of restricted controls.
Moreover, we discuss the numerical solution of the resulting two-point boundary value problems and present a numerical example.