Méthode de support pour la résolution d’un problème de contrôle optimal linéaire quadratique avec contraintes intermédiaires

Abstract

The objective of this work is to study the support method for solving a linear quadratic optimal control problem with intermediate constraints. We interested on the optimal control problem. After presenting some aspects of the mathematical formulation of optimal control problems, and the necessary and sufficient optimality onditions for an optimal control problem without and with constraints. We presented an algorithm for solving a linear quadratic optimal control problem. After that, we studied a generalization of the linear quadratic optimal control problem by imposing constraints on the state at intermediates moments. This method is based on three ssential procedures : control transformation, change of support and finishing procedure.