Theory of maximum principle in problems with state constraints

MaRDI QIDQ1878756zbMATH OpenFDO

Authors D. Yu. Karamzin

Publication date 8 September 2004

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

Mayer problemstate constraintsweakened maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15)

Review text

The paper considers the Mayer problem for a general nonlinear system with inequality-type state constraints and geometric constraints imposed on the control. The author proves the so-called weakened maximum principle for the problem considered in which there are no relations for the total and partial derivatives of the maximized Hamiltonian. Also, conditions under which this maximum principle is nondegenerate are established.

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Cited in

(3)

• Proof of the maximum principle for a problem with state constraints by the \(v\)-change of time variable
• The maximum principle in a control problem with bounded phase coordinates.
• Analyzing a Maximum Principle for Finite Horizon State Constrained Problems via Parametric Examples. Part 1: Problems with Unilateral State Constraints

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