Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions

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

Authors

Fernando Lobo Pereira (Author) FEUP; Geraldo Nunes da Silva (Author) Other

Conference proceedings International

Title: 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC)

Pages: 6717-6722

50th IEEE Conference of Decision and Control (CDC)/European Control Conference (ECC)

Orlando, FL, DEC 12-15, 2011

Indexing

ISI Web of Knowledge - 1 Citation

ISI Web of Science

Scopus - 1 Citation

Scientific classification

CORDIS: Technological sciences

FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering

Other information

Authenticus ID: P-002-WE4

DOI: 10.1109/cdc.2011.6161207

Abstract (EN): This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6