Properties of extremals in optimal control problems with state constraints

An optimal control problem with state constraints is considered. Some properties of extremals to the Pontryagin maximum principle are studied. It is shown that, from the conditions of the maximum principle, it follows that the extended Hamiltonian is a Lipschitz function along the extremal and its total time derivative coincides with its partial derivative with respect to time. © 2016, Pleiades Publishing, Ltd.

Authors
Arutyunov A.V. 1, 2, 3, 4 , Karamzin D.Y. 1, 2, 3, 4
Journal
Differential Equations
Number of issue
11
Language
English
Pages
1411-1422
Status
Published
Link
External link
DOI
10.1134/S0012266116110033
Volume
52
Year
2016
Organizations
  • 1 Peoples’ Friendship University of Russia, Moscow, Russian Federation
  • 2 Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, Russian Federation
  • 3 Federal Research Center “Informatics and Control”, Russian Academy of Sciences, Moscow, Russian Federation
  • 4 University of Porto, FEUP, Porto, Portugal
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/3767/
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