A MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEMS WITH STATE AND MIXED CONSTRAINTS

• Type: Article in International Scientific Journal
• Date: 2015

Authors

Ali Biswas, MHA (Author) Other; Maria do Rosário de Pinho (Author) FEUP

Journal

Title: ESAIM - Control, Optimisation and Calculus of Variations

Vol. 21

Pages: 939-957

ISSN: 1292-8119

Publisher: EDP Sciences

Indexing

ISI Web of Knowledge - 8 Citations

Scopus - 7 Citations

Other information

Authenticus ID: P-00G-DFC

DOI: 10.1051/cocv/2014047

Abstract (EN): Here we derive a variant of the nonsmooth maximum principle for optimal control problems with both pure state and mixed state and control constraints. Our necessary conditions include a Weierstrass condition together with an Euler adjoint inclusion involving the joint subdifferentials with respect to both state and control, generalizing previous results in [M.d.R. de Pinho, M.M.A. Ferreira, F.A.C.C. Fontes, Unmaximized inclusion necessary conditions for nonconvex constrained optimal control problems. ESAIM: COCV 11 (2005) 614-632]. A notable feature is that our main results are derived combining old techniques with recent results. We use a well known penalization technique for state constrained problem together with an appeal to a recent nonsmooth maximum principle for problems with mixed constraints.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 19