The Maximum Principle for Optimal Control Problems with State Constraints by RV Gamkrelidze: Revisited

被引:73
作者
Arutyunov, A. V. [2 ]
Karamzin, D. Y. [1 ]
Pereira, F. L. [3 ]
机构
[1] Russian Acad Sci, Dorodnicyn Comp Ctr, Moscow, Russia
[2] Peoples Friendship Univ Russia, Moscow, Russia
[3] Univ Porto, Fac Engn, Inst Syst & Robot, P-4100 Oporto, Portugal
基金
俄罗斯基础研究基金会;
关键词
Optimal control; Maximum principle; State constraints;
D O I
10.1007/s10957-011-9807-5
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 maximum principle in the form given by R.V. Gamkrelidze is obtained, although without a priori regularity assumptions to be satisfied by the optimal trajectory. After its formulation and proof, we propose various regularity concepts that guarantee, in one sense or another, the nondegeneracy of the maximum principle. Finally, we show how the already known first-order necessary conditions can be deduced from the proposed theorem.
引用
收藏
页码:474 / 493
页数:20
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