Linear Optimal Control Problems and Generalized Linear Programs
研究了带状态不等式约束的线性最优控制问题，指出广义规划形式不会像无状态约束时那样产生时间分解或最大值原理，但半无限广义规划可形式化导出最大值原理。
Linear optimal control problems with state inequality constraints is an important class of large systems. This paper shows that a generalized programming formulation of these problems does not result in a decomposition over time or a maximum principle as it does for problems without the state constraints. A semi-finite generalized programming formulation, however, can be used to formally produce the maximum principle, i.e. the necessary optimality conditions, for problems under consideration.