An Euler-Lagrange inclusion for optimal control problems with state constraints

• Type: Article in International Scientific Journal
• Date: 2002

Authors

Maria do Rosário de Pinho (Author) FEUP; Maria Margarida Ferreira (Author) FEUP; Fernando Fontes (Author) FEUP

Journal

Title: Journal of Dynamical and Control Systems

Vol. 8 No. 1

Pages: 23-45

ISSN: 1079-2724

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 16 Citations

ISI Web of Science

Scopus - 16 Citations

INSPEC

Scientific classification

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

CORDIS: Physical sciences > Mathematics > Mathematical analysis

Other information

Authenticus ID: P-000-RER

DOI: 10.1023/a:1013948616436

Abstract (EN): New first-order necessary conditions for optimality for control problems with pathwise state constraints are given. These conditions are a variant of a nonsmooth maximum principle which includes a joint subdifferential of the Hamiltonian - a condition called Euler-Lagrange inclusion (ELI). The main novelty of the result provided here is the ability to address state constraints while using an ELI. The ELI conditions have a number of desirable properties. Namely, they are, in some cases, able to convey more information about minimizers, and for the normal convex problems they are sufficient conditions of optimality. It is shown that these strengths are retained in the presence of state constraints.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 23