WHEN IS THE MAXIMUM PRINCIPLE FOR STATE CONSTRAINED PROBLEMS NONDEGENERATE

• Type: Article in International Scientific Journal
• Date: 1994

Authors

Margarida Ferreira (Author) FEUP; VINTER, RB (Author) Other

Journal

Title: Journal of Mathematical Analysis and Applications

Vol. 187

Pages: 438-467

ISSN: 0022-247X

Publisher: Elsevier

Indexing

ISI Web of Knowledge - 33 Citations

Scopus - 49 Citations

Other information

Authenticus ID: P-00K-VS9

DOI: 10.1006/jmaa.1994.1366

Abstract (EN): It is well known that a form of the Pontryagin maximum principle applies to optimal control problems involving a unilateral state constraint. We discuss how the need arises to solve problems of this nature when the left endpoint is fixed and when the initial state lies in the boundary of the state constraint set region. In such cases, previous versions of the maximum principle convey no information, since a trivial choice of multipliers may be made, namely one in which the state constraint multiplier is a unit measure concentrated at the left endtime and all the other multipliers are zero. We prove strengthened forms of the maximum principle applicable to such situations: constraint qualifications are formulated under which multipliers exist, besides the trivial ones. (C) 1994 Academic Press, Inc.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 30