Abstract (EN):
Necessary conditions of optimality in the form of Maximum Principles are proved for some optimal control problems with state-dependent control constraints. We consider problems with constraints of the form dx(t)/dt (t) = f1 (t,x(t)) + f2 (t,u(t)) 0 = b1 (t,x(t)) + b2 (t,u(t)) together with end point constraints and pointwise 'set constraints' on the control variable. An optimality condition in the form of a strong Maximum Principle is derived under a convexity hypothesis. We highlight through example the importance of convexity for the validity of our Maximum Principle. Moreover, we show that without such hypothesis no weak version of our Maximum Principle is valid.
Language:
English
Type (Professor's evaluation):
Scientific
No. of pages:
2