2020/07/19 by Nico Tauchnitz, Tauchnitz, Nico · 1 citation
Computer Science · Engineering · #Optimization and Variational Analysis #Aerospace Engineering and Control Systems
paper · pdf · doi:10.48550/arxiv.2007.09692
This paper concerns a class of infinite horizon optimal control problems with\nstate constraints. By extending the needle variation method to the infinite\nhorizon case we obtain a complete set of necessary optimality conditions for a\nstrong local minimizer in form of the Pontryagin maximum principle and the\nvalidity of several transversality conditions at infinity. To this purpose, we\ndevelop an approach in the space of continuous functions converging at\ninfinity. The considerations including new results on optimality and\ntransversality conditions, on Banach spaces of continuous functions, on the\nneedle variation method and on problems with state constraints on the unbounded\ntime horizon.\n