A maximum principle for optimal control problems with state and mixed constraints

Here we derive a variant of the nonsmooth maximum principle for optimal control problems with both pure state and mixed state and control constraints. Our necessary conditions include a Weierstrass condition together with an Euler adjoint inclusion involving the joint subdifferentials with respect t...

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Veröffentlicht in:ESAIM. Control, optimisation and calculus of variations optimisation and calculus of variations, 2015-10, Vol.21 (4), p.939-957
Hauptverfasser: Haider Ali Biswas, Md, do Rosario de Pinho, Maria
Format: Artikel
Sprache:eng
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Zusammenfassung:Here we derive a variant of the nonsmooth maximum principle for optimal control problems with both pure state and mixed state and control constraints. Our necessary conditions include a Weierstrass condition together with an Euler adjoint inclusion involving the joint subdifferentials with respect to both state and control, generalizing previous results in [M.d.R. de Pinho, M.M.A. Ferreira, F.A.C.C. Fontes, Unmaximized inclusion necessary conditions for nonconvex constrained optimal control problems. ESAIM: COCV 11 (2005) 614–632]. A notable feature is that our main results are derived combining old techniques with recent results. We use a well known penalization technique for state constrained problem together with an appeal to a recent nonsmooth maximum principle for problems with mixed constraints.
ISSN:1292-8119
1262-3377
DOI:10.1051/cocv/2014047