Maximum principle in problems with mixed constraints under weak assumptions of regularity

被引:20
作者
Arutyunov, A. V. [2 ]
Karamzin, D. Yu. [1 ]
Pereira, F. L. [3 ]
机构
[1] RAS, Ctr Comp, Moscow 117901, Russia
[2] Peoples Friendship Univ Russia, Dept Nonlinear Anal & Optimizat, Moscow, Russia
[3] Univ Porto, Fac Engn, P-4100 Oporto, Portugal
关键词
optimal control; maximum principle; mixed constraints;
D O I
10.1080/02331930903395832
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
In the present work, optimal control problems with mixed constraints are investigated. A novel weakening of the conventional regularity assumptions on mixed constraints is introduced. A maximum principle is derived in which the maximum condition is of nonstandard type: the maximum is taken over the closure of the set of regular points, but not over the whole feasible set.
引用
收藏
页码:1067 / 1083
页数:17
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