On Normality in Optimal Control Problems with State Constraints

• Type: Article in International Scientific Journal
• Date: 2023

Authors

Dmitry Karamzin (Author) FEUP; Pereira, FL (Author) Other

Journal

The Journal is awaiting validation by the Administrative Services.

Title: COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS

Vol. 63

Pages: 973-989

ISSN: 0965-5425

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Other information

Authenticus ID: P-00Y-VFM

DOI: 10.1134/s0965542523060118

Abstract (EN): A general optimal control problem with endpoint, mixed and state constraints is considered. The question of normality of the known necessary optimality conditions is investigated. Normality stands for the positiveness of the Lagrange multiplier & lambda;(0) corresponding to the cost functional. In order to prove the normality condition, an appropriate derivative operator for the state constraints is constructed, which acts in a specific Hilbert space and has the properties of surjection and continuity.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 17