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Unmaximized inclusion necessary conditions for nonconvexconstrained optimal control problems
Published online by Cambridge University Press: 15 September 2005
Abstract
Necessary conditions of optimality in the form of Unmaximized Inclusions (UI) are derived for optimal control problems with state constraints. The conditions presented here generalize earlier optimality conditions to problems that may be nonconvex. The derivation of UI-type conditions in the absence of the convexity assumption is of particular importance when deriving necessary conditions for constrained problems. We illustrate this feature by establishing, as an application, optimality conditions for problems that in addition to state constraints incorporate mixed state-control constraints.
- Type
- Research Article
- Information
- ESAIM: Control, Optimisation and Calculus of Variations , Volume 11 , Issue 4 , October 2005 , pp. 614 - 632
- Copyright
- © EDP Sciences, SMAI, 2005
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