A maximum principle for optimal control problems with mixed constraints

• Type: Article in International Scientific Journal
• Date: 2001

Authors

de pinho, mdr (Author) FEUP; vinter, rb (Author) Other; zheng, h (Author) Other

Journal

Title: IMA Journal of Mathematical Control and Information

Vol. 18

Pages: 189-205

ISSN: 0265-0754

Publisher: Oxford University Press

Indexing

ISI Web of Knowledge

Scopus - 31 Citations

Other information

Authenticus ID: P-007-9SN

DOI: 10.1093/imamci/18.2.189

Abstract (EN): Necessary conditions in the form of maximum principles are derived for optimal control problems with mixed control and state constraints. Traditionally, necessary conditions for problems with mixed constraints have been proved under hypothesis which include the requirement that the Jacobian of the mixed constraint functional, with respect to the control variable, have full rank. We show that it can be replaced by a weaker 'interiority' hypothesis. This refinement broadens the scope of the optimality conditions, to cover some optimal control problems involving differential algebraic constraints, with index greater than unity.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 17