Conditions for the Absence of Jumps of the Solution to the Adjoint System of the Maximum Principle for Optimal Control Problems with State Constraints

• Type: Article in International Scientific Journal
• Date: 2016

Authors

Arutyunov, AV (Author) Other; Dmitry Karamzin (Author) FEUP; Fernando Lobo Pereira (Author) FEUP

Journal

Title: Proceedings of the Steklov Institute of Mathematics

Vol. 292

Pages: S27-S35

ISSN: 0081-5438

Publisher: Pleiades Publishing

Indexing

ISI Web of Knowledge - 3 Citations

Scopus - 5 Citations

Other information

Authenticus ID: P-00K-GCM

DOI: 10.1134/s0081543816020036

Abstract (EN): Properties of Lagrange multipliers from the Pontryagin maximum principle for problems with state constraints are investigated. Sufficient conditions for the continuity of the solution of the adjoint equation depending on how the extremal trajectory approaches the state constraint boundary are obtained. The proof uses the notion of closure with respect to measure of a Lebesgue measurable function and the Caratheodory theorem.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 9