A remark on the continuity of the measure Lagrange multiplier in state constrained optimal control problems

The article is focused on the necessary optimality condition in the form of Pontryagin's maximum principle for state constrained problems. A certain refinement to these conditions is made. More specifically, it has been noted that the measure-multiplier from the maximum principle is continuous under the regularity conditions imposed in [1]. The continuity of the measure-multiplier appears to be highly relevant for numerical implementations in the framework of indirect computational approach. © 2018 IEEE.

Authors
Arutyunov A. 1 , Karamzin D. 2 , Pereira F.L. 3
Conference proceedings
Proceedings of the IEEE Conference on Decision and Control
Language
English
Pages
49-54
Status
Published
DOI
10.1109/CDC.2018.8618903
Number
8618903
Volume
2018-December
Year
2019
Organizations
  • 1 Aram Arutyunov is with RUDN University, Moscow Institute of Physics and Technology, Institute for Information Transmission Problems, Moscow, Russian Federation
  • 2 SYSTEC/Faculdade de Engenharia (Visiting Researcher), Universidade Do Porto, Federal Research Center 'Computer Science and Control' of the Russian Academy of Sciences, Vavilova street, 44, Moscow, 119333, Russian Federation
  • 3 SYSTEC/Faculdade de Engenharia, Universidade Do Porto, Rua Dr. Roberto Frias, s/n, Porto, 4200-465, Portugal
Keywords
Maximum principle; Optimal control systems; Computational approach; Constrained optimal control problems; Necessary optimality condition; Numerical implementation; Pontryagin's maximum principle; Regularity condition; State constrained problems; Lagrange multipliers
Date of creation
19.07.2019
Date of change
19.07.2019
Short link
https://repository.rudn.ru/en/records/article/record/38800/
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