Properties of extremals in optimal control problems with state constraints

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

Authors

Arutyunov, AV (Author) Other; Dmitry Karamzin (Author) FEUP

Journal

Title: Differential Equations

Vol. 52

Pages: 1411-1422

ISSN: 0012-2661

Publisher: Pleiades Publishing

Indexing

ISI Web of Knowledge - 2 Citations

Other information

Authenticus ID: P-00M-DMW

DOI: 10.1134/s0012266116110033

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