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http://acervodigital.unesp.br/handle/11449/72905
- Title:
- A maximum principle for constrained infinite horizon dynamic control systems
- Universidade Do Porto
- Universidade Estadual Paulista (UNESP)
- 1474-6670
- This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.
- 1-Dec-2011
- IFAC Proceedings Volumes (IFAC-PapersOnline), v. 18, n. PART 1, p. 10207-10212, 2011.
- 10207-10212
- Impulse control
- Maximum principle
- Optimal control
- Constrained optimal control problems
- Cost functionals
- Dynamic control systems
- Impulsive controls
- Infinite horizons
- Infinite time
- Optimal controls
- Optimality conditions
- Transversality conditions
- Differential equations
- Optimal control systems
- http://dx.doi.org/10.3182/20110828-6-IT-1002.03622
- Acesso restrito
- outro
- http://repositorio.unesp.br/handle/11449/72905
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