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Author(s): Maria do Rosário de Pinho
Maria Margarida Ferreira
Fernando Fontes
Title: An Euler-Lagrange inclusion for optimal control problems with state constraints
Issue Date: 2002
Abstract: 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. The ELI conditions have a number of desirable properties. Namely, they are, in some cases, able to convey more information about minimizers, and for the normal convex problems they are sufficient conditions of optimality. It is shown that these strengths are retained in the presence of state constraints.
Subject: Análise matemática, Engenharia electrotécnica, electrónica e informática
Mathematical analysis, Electrical engineering, Electronic engineering, Information engineering
Scientific areas: Ciências da engenharia e tecnologias::Engenharia electrotécnica, electrónica e informática
Engineering and technology::Electrical engineering, Electronic engineering, Information engineering
Document Type: Artigo em Revista Científica Internacional
Rights: restrictedAccess
Appears in Collections:FEUP - Artigo em Revista Científica Internacional

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