|
This article is cited in 3 scientific papers (total in 3 papers)
Optimal control
On normality in optimal control problems with state constraints
D. Yu. Karamzina, F. Lobo Pereirab a Federal Research Center Computer Science and Control of Russian Academy of Sciences, Moscow, Russia
b Research Center for Systems and Technologies (SYSTEC), University of Porto, Porto, Portugal
Abstract:
A general optimal control problem with endpoint, mixed and state constraints is considered. The question of normality of the known necessary optimality conditions is investigated. Normality stands for the positiveness of the Lagrange multiplier $\lambda^0$ corresponding to the cost functional. In order to prove the normality condition, an appropriate derivative operator for the state constraints is constructed, which acts in a specific Hilbert space and has the properties of surjection and continuity.
Key words:
optimal control, maximum principle, state constraints, normality.
Received: 20.09.2022 Revised: 25.12.2022 Accepted: 02.02.2023
Citation:
D. Yu. Karamzin, F. Lobo Pereira, “On normality in optimal control problems with state constraints”, Zh. Vychisl. Mat. Mat. Fiz., 63:6 (2023), 937; Comput. Math. Math. Phys., 63:6 (2023), 973–989
Linking options:
https://www.mathnet.ru/eng/zvmmf11566 https://www.mathnet.ru/eng/zvmmf/v63/i6/p937
|
|