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/S0081543816020036MaRDI QIDQ2631291zbMATH OpenWikidataFDO

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)

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)

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

Cited in

(8)

• 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
• Some estimates for the jump of the derivative of the Lagrange multiplier function in optimal control problems with second-order state constraints
• Minimax optimal control problem with state constraints
• A survey on regularity conditions for state-constrained optimal control problems and the non-degenerate maximum principle
• 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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