Optimality conditions for infinite horizon control problems with state constraints

Oliveira, Valeriano Antunes de; Silva, Geraldo Nunes

Please use this identifier to cite or link to this item: http://acervodigital.unesp.br/handle/11449/21757

Title:

Optimality conditions for infinite horizon control problems with state constraints

Author(s):

Institution:

Universidade Estadual Paulista (UNESP)
Universidade Federal de Uberlândia (UFU)

ISSN:

0362-546X

Sponsorship:

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Sponsorship Process Number:

FAPESP: 06/04315-2
FAPESP: 07/05226-6

Abstract:

Necessary conditions of optimality in the form of a maximum principle are derived for state constrained optimal control problems with infinite horizon. A notable feature of our optimality conditions is the derivation of Michel's type transversality condition in the presence of state constraints. Under the usual interiority assumption for the vector field for large times, the strong transversality condition is also verified. (C) 2009 Elsevier Ltd. All rights reserved.

Issue Date:

15-Dec-2009

Citation:

Nonlinear Analysis-theory Methods & Applications. Oxford: Pergamon-Elsevier B.V. Ltd, v. 71, n. 12, p. E1788-E1795, 2009.

Time Duration:

E1788-E1795

Publisher:

Pergamon-Elsevier B.V. Ltd

Keywords:

Optimal control
State constraints
Infinite horizon problems
Optimality conditions

Source:

http://dx.doi.org/10.1016/j.na.2009.02.052

URI:

Access Rights:

Acesso restrito

Type:

outro

Source:

http://repositorio.unesp.br/handle/11449/21757

Artigos, TCCs, Teses e Dissertações da Unesp

There are no files associated with this item.

Show full item record View Statistics