Normality of the maximum principle for absolutely continuous solutions to Bolza problems under state constraints

• Autorzy: Frankowska H.
• Języki publikacji: EN

Abstrakty

EN

It is well known that for a Bolza optimal control problem under state constraints every local minimizer satisfies a constrained maximum principle which may be degenerate. In the recent years several researchers proposed sufficient conditions for its nondegeneracy, e.g. Arutyanov and Assev (1997), Rampazzo and Vinter (1999, 2000), Galbraith and Vinter (2003). In all these papers the most important assumption links dynamics of a control system with tangent cones to constraints. It is the so called inward pointing condition of control theory that is in the same spirit with the well known Slater and Managasarian-Fromowitz conditions of mathematical programming. We propose here two sufficient conditions for normality when the boundary of constraints is C1 and the end point is free. The first one applies to every nondegenerate maximum principle without any assumptions on the initial state. The second one applies to every maximum principle, but involves an additional assumption on the initial conditions.

Słowa kluczowe

EN

optimal control; maximum principle under state constraints; normal necessary conditions

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2009
• Tom: Vol. 38, no 4B
• Strony: 1327--1340
• Opis fizyczny: Bibliogr. 17 poz.

Twórcy

autor

Frankowska H.

• CNRS, Combinatoire & Optimisation, Universite Pierre et Marie Curie 4 place Jussieu, 75252 Paris, France,

Bibliografia

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