A maximum principle for constrained infinite horizon dynamic control systems

• Type: Article in International Conference Proceedings Book
• Date: 2011

Authors

Pereira, FL (Author) FEUP; Silva, GN (Author) Other

Conference proceedings International

Title: IFAC Proceedings Volumes (IFAC-PapersOnline)

Pages: 10207-10212

18th IFAC World Congress

Milano, 28 August 2011 through 2 September 2011

Indexing

ISI Web of Knowledge

Scopus - 3 Citations

Scientific classification

CORDIS: Technological sciences

Other information

Authenticus ID: P-008-6BS

DOI: 10.3182/20110828-6-it-1002.03622

Abstract (EN): This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.

Language: English

Type (Professor's evaluation): Scientific