A nondegenerate maximum principle for the impulse control problem with state constraints

• Type: Article in International Scientific Journal
• Date: 2005

Authors

Aram Arutyunov (Author) FEUP; Dmitry Karamzin (Author) FEUP; Fernando Lobo Pereira (Author) FEUP

Journal

Title: SIAM Journal on Control and Optimization

Vol. 43 No. 5

Pages: 1812-1843

ISSN: 0363-0129

Publisher: Society for Industrial and Applied Mathematics

Indexing

ISI Web of Knowledge - 31 Citations

ISI Web of Science

Scopus - 44 Citations

INSPEC

Scientific classification

FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering

CORDIS: Technological sciences > Engineering

Other information

Authenticus ID: P-000-6RH

DOI: 10.1137/S0363012903430068

Abstract (EN): In this article, a free-time impulsive control problem with state constraints and equality and inequality constraints on the trajectory endpoints is considered. A weakened maximum principle is obtained for problems with data measurable in the time variable, being the time transversality conditions deduced with the help of some extra convexity assumption on the state constraints. In the case of smooth problems a nondegenerate maximum principle is derived by using a penalty function method.

Language: English

Type (Professor's evaluation): Scientific

Notes: AMS subject classifications. 49K15, 49N25

No. of pages: 32