Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints

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 equation depending on how the extremal trajectory approaches the state constraint boundary are obtained. The proof uses the notion of closure with respect to measure of a Lebesgue measurable function and the Carathéodory theorem. © 2016, Pleiades Publishing, Ltd.

Авторы
Язык
Английский
Страницы
27-35
Статус
Опубликовано
Том
292
Год
2016
Организации
  • 1 People’s Friendship University of Russia, ul. Miklukho-Maklaya 6, Moscow, 117198, Russian Federation
  • 2 Computing Center of the Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russian Federation
  • 3 University of Porto, Praça de Gomes Teixeira, Porto, 4099-002, Portugal
Ключевые слова
maximum principle; optimal control; state constraints
Дата создания
19.10.2018
Дата изменения
19.10.2018
Постоянная ссылка
https://repository.rudn.ru/ru/records/article/record/3972/