Optimality conditions for infinite horizon control problems with state constraints

Artículos de revistas

Fecha

2009-12-15

Registro en:

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

0362-546X

http://hdl.handle.net/11449/21757

10.1016/j.na.2009.02.052

WOS:000277952800088

9527284964541341

3638688119433520

Autor

Universidade Estadual Paulista (Unesp)

Universidade Federal de Uberlândia (UFU)

Institución

Universidade Estadual Paulista (Brasil)

Resumen

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.

Materias

Optimal control

State constraints

Infinite horizon problems

Optimality conditions

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