Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints

• Tipo: Artigo em Revista Científica Internacional
• Data: 2013

Autores

Fernando A. C. C. Fontes (Autor) FEUP; Sofia O. Lopes (Autor) FEUP

Revista

Título: Journal of Mathematical Analysis and Applications

Vol. 399 Nº 1

Páginas: 27-37

ISSN: 0022-247X

Editora: Elsevier

Indexação

ISI Web of Knowledge - 16 Citações

Scopus - 17 Citações

Outras Informações

ID Authenticus: P-002-0DF

DOI: 10.1016/j.jmaa.2012.09.049

Abstract (EN): There has been a longstanding interest in deriving conditions under which dynamic optimization problems are normal, that is, the necessary conditions of optimality (NCO) can be written with a nonzero multiplier associated with the objective function. This paper builds upon previous results on nondegenerate NCO for trajectory constrained optimal control problems to provide even stronger, normal forms of the conditions. The NCO developed may address problems with nonsmooth, less regular data. The particular case of calculus of variations problems is here explored to show a favorable comparison with existent results.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 11