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)

Recommendations

• Properties of the Lagrange multipliers in the Pontryagin maximum principle for optimal control problems with state constraints
• On the study of conditions for the continuity of the Lagrange multiplier measure in problems 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)
• Regularity of minimizers and of adjoint states in optimal control under state constraints
• On some continuity properties of the measure Lagrange multiplier from the maximum principle for state constrained problems

Cites work

• scientific article; zbMATH DE number 3147807 (Why is no real title available?)
• scientific article; zbMATH DE number 3816449 (Why is no real title available?)
• scientific article; zbMATH DE number 3949121 (Why is no real title available?)
• scientific article; zbMATH DE number 3722491 (Why is no real title available?)
• scientific article; zbMATH DE number 195044 (Why is no real title available?)
• scientific article; zbMATH DE number 4120613 (Why is no real title available?)
• scientific article; zbMATH DE number 3215485 (Why is no real title available?)
• 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)

• Properties of the Lagrange multipliers in the Pontryagin maximum principle for optimal control problems 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)
• On the relation between two approaches to necessary optimality conditions in problems with state constraints
• Some estimates for the jump of the derivative of the Lagrange multiplier function in optimal control problems with second-order state constraints
• On some continuity properties of the measure Lagrange multiplier from the maximum principle for state constrained problems
• 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

This page was built for publication: Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2631291)