Necessary Optimality Conditions for Optimal Control Problems with Nonsmooth Mixed State and Control Constraints

被引:18
作者
Li, An [1 ]
Ye, Jane J. [2 ]
机构
[1] Xiamen Univ, Sch Math Sci, Xiamen 361005, Fujian, Peoples R China
[2] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 2Y2, Canada
基金
中国国家自然科学基金;
关键词
Optimal control; Mixed state and control constraint; Differential inclusion; Necessary optimality conditions; Nonsmooth analysis; Calmness; LINEAR-DEPENDENCE CONDITION; MAXIMUM PRINCIPLE; QUALIFICATIONS; INCLUSION; CALMNESS; SYSTEMS;
D O I
10.1007/s11228-015-0358-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints are derived under the Mangasarian-Fromovitz condition and under the assumption that the state and control constraint functions are smooth. In this paper we derive necessary optimality conditions for problems with nonsmooth mixed state and control constraints under constraint qualifications based on pseudo-Lipschitz continuity and calmness of certain set-valued maps. The necessary conditions are stratified, in the sense that they are asserted on precisely the domain upon which the hypotheses (and the optimality) are assumed to hold. Moreover necessary optimality conditions with an Euler inclusion taking an explicit multiplier form are derived for certain cases.
引用
收藏
页码:449 / 470
页数:22
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