First and Second Order Necessary Conditions of Optimality for Impulsive Control Problems

We present first and second order necessary conditions of optimality for a general class of nonlinear measure driven dynamic control systems subject to both equality and inequality endpoint state constraints. An important feature of our result is that the conditions remain informative even for abnormal control processes. Our result is obtained by decoding the necessary conditions of optimality for an abstract minimization problem with equality and inequality type constraints and constraints given by convex cone.

Authors
Arutyunov A. 1 , Dykhta V.2 , Pereira F.3
Language
English
Pages
6357-6362
Status
Published
Volume
6
Year
2003
Organizations
  • 1 Differential Equations Dept., Peoples Friendship Univ. of Russia, 6, Mikluka-Maklai St., Moscow 117198, Russian Federation
  • 2 Department of Mathematics, Baikal Stt. Univ. of Economy and Law, 11, Lenin St., Irkutsk 664003, Russian Federation
  • 3 Institute for Systems and Robotics, Faculdade de Engenharia, Universidade do Porto, Rua Dr. Roberte Prias, 4200-465 Porto, Portugal
Keywords
Impulsive control problems; Inequality type constraints; Local maximum principle; Optimality; Approximation theory; Boundary conditions; Decision theory; Differential equations; Lagrange multipliers; Nonlinear systems; Optimization; Problem solving; Optimal control systems
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