AVERAGE COST MINIMIZATION PROBLEMS SUBJECT TO STATE CONSTRAINTS

• Type: Article in International Scientific Journal
• Date: 2024

Authors

Bettiol, P (Author) Other; Khalil, N (Author) FEUP

Journal

Title: SIAM Journal on Control and Optimization

Vol. 62

Pages: 1884-1907

ISSN: 0363-0129

Publisher: Society for Industrial and Applied Mathematics

Indexing

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Other information

Authenticus ID: P-016-B80

DOI: 10.1137/23m1558124

Abstract (EN): In this paper we consider pathwise state constraint optimal control problems in which unknown parameters intervene in the dynamics, the cost, the endpoint constraint, and the state constraint. The cost criteria to minimize take an integral form of a given endpoint cost function with respect to a reference probability measure that is defined on the set of the unknown parameters. For this class of problems we derive necessary optimality conditions.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 24