Necessary conditions for impulsive nonlinear optimal control problems without a priori normality assumptions

被引:19
|
作者
Arutyunov, A [1 ]
Dykhta, V
Pereira, FL
机构
[1] Peoples Friendship Univ Russia, Dept Differential Equat & Funct Anal, Moscow, Russia
[2] Baikal State Univ Econ & Law, Dept Math, Irkutsk, Russia
[3] Univ Porto, Fac Engn, Dept Electrotech & Comp Engn, Oporto, Portugal
基金
俄罗斯基础研究基金会;
关键词
optimal impulsive control; extremal principle; second-order optimality conditions; abnormality;
D O I
10.1007/s10957-004-6465-x
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
First-order and second-order necessary conditions of optimality for an impulsive control problem that remain informative for abnormal control processes are presented and derived. One of the main features of these conditions is that no a priori normality assumptions are required. This feature follows from the fact that these conditions rely on an extremal principle which is proved for an abstract minimization problem with equality constraints, inequality constraints, and constraints given by an inclusion in a convex cone. Two simple examples illustrate the power of the main result.
引用
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页码:55 / 77
页数:23
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