Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints

DOI10.1134/S0081543816020036zbMATH Open1343.49034WikidataQ57550575 ScholiaQ57550575MaRDI QIDQ2631291FDOQ2631291

Authors: D. Yu. Karamzin, A. V. Arutyunov, Fernando Lobo Pereira 

Publication date: 29 July 2016

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

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• Zur Stetigkeit der Lösung der adjungierten Gleichung bei Aufgaben der optimalen Steuerung mit Zustandsbeschränkungen. (The continuity of the solution of the adjoint equation in optimal control problems with state restrictions)
• Regularity of minimizers and of adjoint states in optimal control under state constraints
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zbMATH Keywords

Lagrange multipliersoptimal controlPontryagin's maximum principlestate constraints

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Sensitivity, stability, well-posedness (49K40)

Cites Work

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• Properties of the Lagrange multipliers in the Pontryagin maximum principle for optimal control problems with state constraints
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• The maximum principle for optimal control problems with state constraints by R.V. Gamkrelidze: Revisited
• State constraints in optimal control. The degeneracy phenomenon
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• A maximum principle for impulsive control problems with state constraints
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• The problem of control with bounded phase coordinates

Cited In (7)

• On the relation between two approaches to necessary optimality conditions in problems with state constraints
• On some continuity properties of the measure Lagrange multiplier from the maximum principle for state constrained problems
• Properties of the Lagrange multipliers in the Pontryagin maximum principle for optimal control problems with state constraints
• Exact formulae for the increment of the objective functional and necessary optimality conditions, alternative to Pontryagin's maximum principle
• A survey on regularity conditions for state-constrained optimal control problems and the non-degenerate maximum principle
• Minimax optimal control problem with state constraints
• Zur Stetigkeit der Lösung der adjungierten Gleichung bei Aufgaben der optimalen Steuerung mit Zustandsbeschränkungen. (The continuity of the solution of the adjoint equation in optimal control problems with state restrictions)

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