LINEAR-NONQUADRATIC OPTIMAL-CONTROL PROBLEMS WITH TERMINAL INEQUALITYCONSTRAINTS

This paper considers a linear-nonquadratic optimal control problem sub ject to nonlinear terminal inequality constraints. We approximate it b y a series of approximate problems via the penalty method, It is shown that the optimal control functions of the approximate problems unifor mly converge to the optimal control function of the original terminal constrained problem, Furthermore, the optimal values of the approximat e problems also converge to the optimal value of the original problem under some mild conditions.