Mixed constrained control problems

• Type: Article in International Scientific Journal
• Date: 2003

Authors

Maria do Rosário de Pinho (Author) FEUP

Journal

Title: Journal of Mathematical Analysis and Applications

Vol. 278 No. 2

Pages: 293-307

ISSN: 0022-247X

Publisher: Elsevier

Indexing

ISI Web of Knowledge - 15 Citations

ISI Web of Science

Scopus - 18 Citations

INSPEC

Scientific classification

FOS: Natural sciences > Mathematics

CORDIS: Physical sciences > Mathematics

Other information

Authenticus ID: P-000-HRJ

DOI: 10.1016/s0022-247x(02)00351-7

Abstract (EN): Necessary optimality conditions are derived in the form of a weak maximum principle for optimal control problems with mixed state-control equality and inequality constraints. In contrast to previous work these conditions hold when the Jacobian of the active constraints, with respect to the unconstrained control variable, has full rank. A feature of these conditions is that they are stated in terms of a joint Clarke subdifferential. Furthermore the use of the joint subdifferential gives sufficiency for nonsmooth, normal, linear convex problems. The main point of interest is not only the full rank condition assumption but also the nature of the analysis employed in this paper. A key element is the removal of the constraints and application of Ekeland's variational principle.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 15