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

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2011, 2011(Special): 174-183. doi: 10.3934/proc.2011.2011.174

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

Md. Haider Ali Biswas ^1, and Maria do Rosário de Pinho ^2,

1.	Faculdade de Engenharia da Universidade do Porto, DEEC, Rua Dr. Roberto Frias, 4200-465 Porto, Portugal
2.	Faculdade de Engenharia da Universidade do Porto, Department of Electrical Engineering and Computers, Porto, Portugal

Received July 2010 Revised April 2011 Published October 2011

Abstract
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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: nonsmooth analysis, maximum principle, state constraints.

Mathematics Subject Classification: Primary: 49K15, 49K30; Secondary: 34A60.

Citation: Md. Haider Ali Biswas, Maria do Rosário de Pinho. A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case. Conference Publications, 2011, 2011 (Special) : 174-183. doi: 10.3934/proc.2011.2011.174

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