A. Kaplan et R. Tichatschke, REGULARIZED PENALTY METHOD FOR NONCOERCIVE PARABOLIC OPTIMAL-CONTROL PROBLEMS, Control and Cybernetics, 27(1), 1998, pp. 5-27
The application of a proximal point approach to ill-posed convex contr
ol problems governed by linear parabolic equations is studied. A stabl
e penalty method is constructed by means of multi-step proximal regula
rization (only w.r.t. the control functions) in the penalized problems
. For distributed control problems with state constraints convergence
of the approximately determined solutions of the regularized problems
to an optimal process is proved.