Necessary conditions for optimal control problem under state constraints

被引：0

作者：

Kim, KE ^{[1
]}

机构：

[1] Seoul Natl Univ Technol, Sch Liberal Arts, Dept Math, Seoul 139743, South Korea

来源：

JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY | 2005年 / 42卷 / 01期

关键词：

necessary conditions; state constraints; Fermat's rule; contingent cone; closed convex process;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Necessary conditions for a deterministic optimal control problem which involves states constraints are derived in the form of a maximum principle. The conditions are similar to those of F.H. Clarke, R.B. Vinter and G. Pappas who assume that the problem's data are Lipschitz. On the other hand, our data are not-continuously differentiable but out only differentiable. Fermat's rule and Rockafellar's duality theory of convex analysis are the basic techniques in this paper.

引用

页码：17 / 35

页数：19

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