Email this article Properties of extremals in optimal control problems with state constraints
- Authors: Arutyunov A.V.1,2,3,4, Karamzin D.Y.1,2,3,4
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Affiliations:
- Peoples’ Friendship University of Russia
- Faculty of Computational Mathematics and Cybernetics
- Federal Research Center “Informatics and Control”
- University of Porto
- Issue: Vol 52, No 11 (2016)
- Pages: 1411-1422
- Section: Control Theory
- URL: https://journals.rcsi.science/0012-2661/article/view/154148
- DOI: https://doi.org/10.1134/S0012266116110033
- ID: 154148
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Abstract
An optimal control problem with state constraints is considered. Some properties of extremals to the Pontryagin maximum principle are studied. It is shown that, from the conditions of the maximum principle, it follows that the extended Hamiltonian is a Lipschitz function along the extremal and its total time derivative coincides with its partial derivative with respect to time.
About the authors
A. V. Arutyunov
Peoples’ Friendship University of Russia; Faculty of Computational Mathematics and Cybernetics; Federal Research Center “Informatics and Control”; University of Porto
Author for correspondence.
Email: arutun@orc.ru
Russian Federation, Moscow; Moscow; Moscow; Porto
D. Yu. Karamzin
Peoples’ Friendship University of Russia; Faculty of Computational Mathematics and Cybernetics; Federal Research Center “Informatics and Control”; University of Porto
Email: arutun@orc.ru
Russian Federation, Moscow; Moscow; Moscow; Porto
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