A remark on the continuity of the measure Lagrange multiplier in state constrained optimal control problems

• Type: Article in International Conference Proceedings Book
• Date: 2018

Authors

Aram Arutyunov (Author) Other; Dmitry Karamzin (Author) Other; Fernando L. Pereira (Author) FEUP

Conference proceedings International

Title: 2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC)

Pages: 49-54

57th IEEE Conference on Decision and Control (CDC)

Miami Beach, FL, DEC 17-19, 2018

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Scopus - 1 Citation

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Other information

Authenticus ID: P-00Q-74G

DOI: 10.1109/CDC.2018.8618903

Abstract (EN): The article is focused on the necessary optimality condition in the form of Pontryagin's maximum principle for state constrained problems. A certain refinement to these conditions is made. More specifically, it has been noted that the measure-multiplier from the maximum principle is continuous under the regularity conditions imposed in [1]. The continuity of the measure-multiplier appears to be highly relevant for numerical implementations in the framework of indirect computational approach.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6