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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2014, Volume 20, Number 4, Pages 29–37
(Mi timm1112)
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This article is cited in 8 scientific papers (total in 8 papers)
Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints
A. V. Arutyunova, D. Yu. Karamzinb, F. L. Pereirac a Peoples Friendship University of Russia
b Dorodnitsyn Computing Centre of the Russian Academy of Sciences
c University of Porto, Portugal
Abstract:
Properties of Lagrange multipliers from the Pontryagin maximum principle for problems with state constraints are investigated. Sufficient conditions for the continuity of the solution of the adjoint solution depending on how the extremal trajectory approaches the state constraint boundary are obtained. The proof uses the notion of closure by measure of a Lebesgue measurable function and the Caratheodory theorem.
Keywords:
optimal control, maximum principle, state constraints.
Received: 10.07.2014
Citation:
A. V. Arutyunov, D. Yu. Karamzin, F. L. Pereira, “Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints”, Trudy Inst. Mat. i Mekh. UrO RAN, 20, no. 4, 2014, 29–37; Proc. Steklov Inst. Math. (Suppl.), 292, suppl. 1 (2016), 27–35
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https://www.mathnet.ru/eng/timm1112 https://www.mathnet.ru/eng/timm/v20/i4/p29
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Abstract page: | 456 | Full-text PDF : | 152 | References: | 62 | First page: | 15 |
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