Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:399

Article

Fontes, Fernando A. C. C.¹  Lopes, Sofia O.^2,3 

[1] Univ Porto, Fac Engn, ISR Porto, P-4200465 Oporto, Portugal

[2] Univ Minho, CMAT, P-4800058 Guimaraes, Portugal

[3] Univ Minho, Dept Math & Applicat, P-4800058 Guimaraes, Portugal

关键词: Optimal control;    Maximum principle;    State constraints;    Calculus of variations;    Normality;    Degeneracy;    Nonsmooth analysis;   

DOI  :  10.1016/j.jmaa.2012.09.049

来源: Elsevier

【 摘 要 】

There has been a longstanding interest in deriving conditions under which dynamic optimization problems are normal, that is, the necessary conditions of optimality (NCO) can be written with a nonzero multiplier associated with the objective function. This paper builds upon previous results on nondegenerate NCO for trajectory constrained optimal control problems to provide even stronger, normal forms of the conditions. The NCO developed may address problems with nonsmooth, less regular data. The particular case of calculus of variations problems is here explored to show a favorable comparison with existent results. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free