An Euler–Lagrange Inclusion for Optimal Control Problems with State Constraints

被引:0
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作者
M.D.R. De Pinho
M.M.A. Ferreira
F.A.C.C. Fontes
机构
[1] Faculdade de Engenharia da Universidade do Porto,ISR and DEEC
[2] Universidade do Minho,Departamento de Matemática, CMAT
关键词
Control Problem; System Theory; Maximum Principle; Optimal Control Problem; Desirable Property;
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摘要
New first-order necessary conditions for optimality for control problems with pathwise state constraints are given. These conditions are a variant of a nonsmooth maximum principle which includes a joint subdifferential of the Hamiltonian – a condition called Euler–Lagrange inclusion (ELI). The main novelty of the result provided here is the ability to address state constraints while using an ELI.
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页码:23 / 45
页数:22
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