A nondegenerate maximum principle for the impulse control problem with state constraints

In this article, a free-time impulsive control problem with state constraints and equality and inequality constraints on the trajectory endpoints is considered. A weakened maximum principle is obtained for problems with data measurable in the time variable, being the time transversality conditions deduced with the help of some extra convexity assumption on the state constraints. In the case of smooth problems a nondegenerate maximum principle is derived by using a penalty function method. © 2005 Society for Industrial and Applied Mathematics.

Authors
Arutyunov A. 1 , Karamzin D.2 , Pereira F.3
Journal
SIAM Journal on Control and Optimization
Number of issue
5
Language
English
Pages
1812-1843
Status
Published
Link
External link
DOI
10.1137/S0363012903430068
Volume
43
Year
2005
Organizations
  • 1 Differential Equations and Functional Analysis Department, Peoples Friendship University of Russia, Mikluka-Maklai, 6, Moscow 117198, Russian Federation
  • 2 Department of Calculus Mathematics and Cybernetics, Moscow State University, Vorob'yovi gory, Moscow 119899, Russian Federation
  • 3 Institute for Systems and Robotics, Faculdade de Engenharia, Universidade do Porto, R. Dr. Roberto Frias, 4200-465 Porto, Portugal
Keywords
Impulsive control; Maximum principle; Nondegeneracy; Nonfixed time; Optimal control; State constraints; Time transversality conditions
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/3435/
Share

Other records