Optimal control problems with mixed and pure state constraints

Autor: Maria do Rosário de Pinho, Andrea Boccia, Richard B. Vinter
Přispěvatelé: Faculdade de Engenharia, Commission of the European Communities
Jazyk: angličtina
Rok vydání: 2016
Předmět:
Zdroj: Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Popis: This paper provides necessary conditions of optimality for optimal control problems, in which the pathwise constraints comprise both ‘pure’ constraints on the state variable and also ‘mixed’ constraints on control and state variables. The proofs are along the lines of earlier analysis for mixed constraint problems, according to which Clarke’s theory of ‘stratified’ necessary conditions is applied to a modified optimal control problem resulting from absorbing the mixed constraint into the dynamics; the difference here is that necessary conditions which now take account of the presence of pure state constraints are applied to the modified problem. Necessary conditions are given for a rather general formulation of the problem containing both forms of the constraints, and then these are specialized to apply to problems having special structure. While combined pure state and mixed control/state problems have been previously treated in the literature, the necessary conditions in this paper are proved under less restrictive hypotheses and for novel formulations of the constraints.
Databáze: OpenAIRE