Nondegenerate Necessary Conditions for Nonconvex Optimal Control Problems with State Constraints

Journal of Mathematical Analysis and Applications

Volumn 233, Issue 1, 1999, Pages 116-129

  Ferreira, M M A ^a   Fontes, F A C C ^b   Vinter, R B ^b  

^a UNIVERSITY OF PORTO   (Portugal)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Degeneracy; Maximum principle; Optimal control; State constraints

Indexed keywords

EID: 0004152311     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmaa.1999.6270     Document Type: Article

References (8)

1. Arutyunov A. V., Aseev S. M. Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints. SIAM J. Control Optim. 35:1997;930-952.
2. Arutyunov A. V., Aseev S. M. State constraints in optimal control: The degeneracy phenomenon. Systems Control Lett. 26:1995;267-273.
3. Clarke F. H. Optimization and Nonsmooth Analysis. 1983;Wiley, New York.
4. Ferreira M. M. A., Vinter R. B. When is the maximum principle for state constrained problems nondegenerate? J. Math. Anal. Appl. 187:1994;438-467.
5. Hartl R. F., Sethi S. P., Vickson R. G. A survey of the maximum principles for optimal control problems with state constaints. SIAM Rev. 37:1995;181-218.
6. Neustadt L. W. A general theory of extremals. J. Comput. System Sci. 3:1969;57-92.
7. Vinter R. B., Zheng H. Necessary conditions for optimal control problems with state constraints. Trans. Amer. Math. Soc. 350:1998;1181-1204.
8. Warga J. Optimal Control of Differential and Functional Equations. 1972;Academic Press, New York.