A Survey on Regularity Conditions for State-Constrained Optimal Control Problems and the Non-degenerate Maximum Principle

被引:35
作者
Arutyunov, Aram [1 ]
Karamzin, Dmitry [2 ]
机构
[1] RAS, VA Trapeznikov Inst Control Sci, Moscow, Russia
[2] Russian Acad Sci, Fed Res Ctr Comp Sci & Control, Moscow, Russia
基金
俄罗斯科学基金会;
关键词
Optimal control; Maximum principle; State constraints; Regularity conditions; LIPSCHITZ CONTINUITY; LAGRANGE MULTIPLIER; SWEEPING PROCESSES; EULER-LAGRANGE; NORMALITY; APPROXIMATIONS; TRAJECTORIES;
D O I
10.1007/s10957-019-01623-7
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
A survey on the theory of maximum principle for state-constrained optimal control problems is presented. The focus is on such issues as regularity and controllability conditions, non-degeneracy and normality of the maximum principle, and on the continuity of the measure multiplier.
引用
收藏
页码:697 / 723
页数:27
相关论文
共 79 条
[31]   SQP-methods for solving optimal control problems with control and state constraints:: adjoint variables, sensitivity analysis and real-time control [J].
Büskens, C ;
Maurer, H .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2000, 120 (1-2) :85-108
[32]   Optimal control of a nonconvex perturbed sweeping process [J].
Cao, Tan H. ;
Mordukhovich, B. S. .
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 266 (2-3) :1003-1050
[33]   OPTIMALITY CONDITIONS FOR A CONTROLLED SWEEPING PROCESS WITH APPLICATIONS TO THE CROWD MOTION MODEL [J].
Cao, Tan H. ;
Mordukhovich, Boris S. .
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 22 (02) :267-306
[34]  
Chertovskih R., 2020, EUROPEAN J CONTROL
[35]  
Chertovskih R., 2018, P IEEE OES AUT UND V
[36]  
Clarke F.H., 1983, OPTIMIZATION NONSMOO
[37]   OPTIMAL MULTIPROCESSES [J].
CLARKE, FH ;
VINTER, RB .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1989, 27 (05) :1072-1091
[38]   Optimal control of the sweeping process over polyhedral controlled sets [J].
Colombo, G. ;
Henrion, R. ;
Hoang, Nguyen D. ;
Mordukhovich, B. S. .
JOURNAL OF DIFFERENTIAL EQUATIONS, 2016, 260 (04) :3397-3447
[39]   Discrete Approximations of a Controlled Sweeping Process [J].
Colombo, G. ;
Henrion, R. ;
Hoang, N. D. ;
Mordukhovich, B. S. .
SET-VALUED AND VARIATIONAL ANALYSIS, 2015, 23 (01) :69-86
[40]  
Colombo G., 2012, Dyn. Contin. Discrete Impuls. Syst. Ser. B, V19, P117