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Properties of extremals in optimal control problems with state constraints

Title
Properties of extremals in optimal control problems with state constraints
Type
Article in International Scientific Journal
Year
2016
Authors
Arutyunov, AV
(Author)
Other
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Dmitry Karamzin
(Author)
FEUP
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Journal
Vol. 52
Pages: 1411-1422
ISSN: 0012-2661
Publisher: Pleiades Publishing
Other information
Authenticus ID: P-00M-DMW
Abstract (EN): An optimal control problem with state constraints is considered. Some properties of extremals to the Pontryagin maximum principle are studied. It is shown that, from the conditions of the maximum principle, it follows that the extended Hamiltonian is a Lipschitz function along the extremal and its total time derivative coincides with its partial derivative with respect to time.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 12
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