An Euler-Lagrange inclusion for optimal control problems with state constraints

被引:15
作者
De Pinho, MDR
Ferreira, MMA
Fontes, FACC
机构
[1] Univ Porto, Fac Engn, ISR, P-4200465 Oporto, Portugal
[2] Univ Porto, Fac Engn, DEEC, P-4200465 Oporto, Portugal
[3] Univ Minho, CMAT, Dept Matemat, P-4800058 Guimaraes, Portugal
关键词
optimal control; maximum principle; state constraints; non-smooth analysis; Euler-Lagrange inclusion;
D O I
10.1023/A:1013948616436
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
New first-order necessary conditions for optimality for control problems with pathwise state constraints are given. These conditions are a variant of a nonsmooth maximum principle which includes a joint subdifferential of the Hamiltonian - a condition called Euler-Lagrange inclusion (ELI). The main novelty of the result provided here is the ability to address state constraints while using an ELI. The ELI conditions have a number of desirable properties. Namely, they are, in some cases, able to convey more information about minimizers, and for the normal convex problems they are sufficient conditions of optimality. It is shown that these strengths are retained in the presence of state constraints.
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页码:23 / 45
页数:23
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