A Nonsmooth Maximum Principle for Optimal Control Problems with State and Mixed Constraints-Convex Case

2013/03/11 by Md. Haider Ali Biswas, Biswas, Md. Haider Ali, Maria do Rosario de Pinho +1
Mathematics · #49K30 #FOS: Mathematics #Optimization and Control (math.OC) #Primary: 49K15 #Secondary: 34A60 #math.OC #msc:34A60 #msc:49K15 #msc:49K30

paper · pdf · doi:10.48550/arxiv.1303.2486

Published in 'Discrete and Continuous Dynamical Systems, Vol. 2011, pp. 174-183

arxiv created 2013/03/11 · arxiv updated 2013/03/12

Abstract

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known penalization techniques for state constraints together with recent results for mixed constrained problems.

Related

• Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
• A Maximum Principle for Optimal Control Problems involving Sweeping Processes with a Nonsmooth Set
• Lossless Convexification of Optimal Control Problems with Semi-continuous Inputs
• Optimal control problems with state constraint governed by Navier-Stokes equations
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case