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Upper and lower bounds via penalty functions for control problems |
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| Authors: | Sweeney D. |
| Affiliation: | University of Cincinnati, Cincinnati, OH, USA; |
| Abstract: | A close relationship between penalty functions and duality is shown to exist for a certain class of convex optimal control problems with state and control variable constraints. This relationship can be used to generate upper and lower bounds on the value of the solution to a control problem of the prescribed class. |
| Keywords: | |