Regularity properties of solutions to linear quadratic optimal control problems with state constraints

Systems and Control Letters

Volumn 30, Issue 5, 1997, Pages 265-272

  Clarke, F H ^a   Ledyaev, Y ^b   Vinter, R B ^c  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0348199104     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(97)00010-8     Document Type: Article

References (8)

1. F.H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York, 1983.
2. R.V. Gamkrekidze, Optimal'nye processy upravlenija pri ogranichennyh fazovyh koordinatah, Izv, Akad. Nauk SSSR Ser. Mat 24 (1960) 315-356.
3. R.F. Hartl, S.P. Sethi, R.G. Vickson, A survey of the maximum principles for optimal control problems with state constraints, SIAM Rev. 37 (1995) 181-218.
4. A.D. Ioffe, V.M. Tihomirov, Theory of Extremal Problems, North-Holland, Amsterdam, 1974.
5. P. Loewen, R.T. Rockafellar, Optimal control of unbounded differential inclusions, SIAM J. Control Optim. 32 (1994) 442-470.
6. L. W. Neustadt, A general theory of extremals, J. Comput. System Sci. 3 (1969) 57-92.
7. J.D.L. Rowland, R.B. Vinter, Dynamic optimization problems with free time and active state constraints, SIAM J. Control Optim. 31 (1993) 677-697.
8. J. Warga, Optimal Control of Differential and Functional Differential Equations, Academic Press, New York, 1972.