Maximum under continuous-discrete-time dynamic with target and viability constraints

被引:6
|
作者
Bonneuil, Noel [1 ,2 ]
机构
[1] Inst Natl Etud Demog, F-75980 Paris 20, France
[2] Ecole Hautes Etud Sci Sociales, F-75244 Paris 13, France
关键词
viability; target; maximum;
D O I
10.1080/02331934.2011.605127
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The viable maximum of integral(T)(0) L(x(t), u(t))dt of a continuous function L is an element of L-1 (IR2m+1, IR+) under a dynamic x'(t) is an element of F(x(t)) under constraint x(t) is an element of K where K is closed is obtained on the boundary of the capture-viability kernel in the direction of high y of the target K x {0} viable in K x IR+ under the extended dynamic (x'(t), y'(t)) is an element of (F(x(t)), - L(x(t), u(t))). The result holds true with discrete- continuous-time measurable controls. Example and application to hybrid dynamics under viability constraints and target are given.
引用
收藏
页码:901 / 913
页数:13
相关论文
共 50 条
  • [1] Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
    Sarkka, Simo
    [J]. SIGNAL PROCESSING, 2010, 90 (01) : 225 - 235
  • [2] Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading
    Redeker, Imke
    Wunderlich, Ralf
    [J]. STATISTICS & RISK MODELING, 2018, 35 (1-2) : 1 - 21
  • [3] On the Robust Stability of 2D Mixed Continuous-Discrete-Time Systems with Uncertainty
    Chesi, Graziano
    Middleton, Richard H.
    [J]. 2014 AMERICAN CONTROL CONFERENCE (ACC), 2014, : 4967 - 4972
  • [4] Continuous-discrete-time adaptive observers for nonlinear systems with sampled output measurements
    Zhao, Guanglei
    Hua, Changchun
    [J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2017, 48 (12) : 2599 - 2609
  • [5] Dynamic Lp-hedging in discrete time under cone constraints
    Pham, H
    [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2000, 38 (03) : 665 - 682
  • [6] Robust regional stabilization for the two-dimensional mixed continuous-discrete-time Roesser models
    Ren, Xiang
    Hao, Fei
    [J]. IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION, 2020, 37 (03) : 855 - 876
  • [7] On the Robust H∞ Norm of 2D Mixed Continuous-Discrete-Time Systems with Uncertainty
    Chesi, Graziano
    [J]. 2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2014, : 5985 - 5990
  • [8] High-gain interval observer for continuous-discrete-time systems using an LMI design approach
    Thabet, Rihab El Houda
    Ali, Sofiane Ahmed
    Puig, Vicenc
    [J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2022, 53 (14) : 3010 - 3026
  • [9] Discrete-time Pontryagin maximum principle under rate constraints: Necessary conditions for optimality
    Ganguly, Siddhartha
    Das, Souvik
    Chatterjee, Debasish
    Banavar, Ravi
    [J]. ASIAN JOURNAL OF CONTROL, 2024,
  • [10] DISCRETE TIME DYNAMIC OLIGOPOLIES WITH ADJUSTMENT CONSTRAINTS
    Burr, Chrystie
    Gardini, Laura
    Szidarovszky, Ferenc
    [J]. JOURNAL OF DYNAMICS AND GAMES, 2015, 2 (01): : 65 - 87