The connection between the maximum principle and the value function for optimal control problems under state constraints

被引:6
作者
Cernea, A [1 ]
Frankowska, HN [1 ]
机构
[1] Univ Bucharest, Fac Math & Informat, Bucharest, Romania
来源
2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5 | 2004年
关键词
D O I
10.1109/CDC.2004.1428798
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We consider the Mayer optimal control problem with dynamics given by a non convex differential inclusion, whose trajectories are constrained to a closed set and obtain necessary optimality conditions in the form of the maximum principle together with a relation between the costate and the value function. This additional relation is applied in turn to show that the maximum principle is non degenerate.
引用
收藏
页码:893 / 898
页数:6
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