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A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case

Pages: 174 - 183, Issue Special, September 2011

 Abstract        Full Text (330.1K)              

Md. Haider Ali Biswas - Faculdade de Engenharia da Universidade do Porto, DEEC, Rua Dr. Roberto Frias, 4200-465 Porto, Portugal (email)
Maria do Rosário de Pinho - Faculdade de Engenharia da Universidade do Porto, Department of Electrical Engineering and Computers, Porto, Portugal (email)

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.

Keywords:  maximum principle, nonsmooth analysis, state constraints
Mathematics Subject Classification:  Primary: 49K15, 49K30; Secondary: 34A60

Received: July 2010;      Revised: April 2011;      Published: October 2011.