Properties of the Lagrange multipliers in the Pontryagin maximum principle for optimal control problems with state constraints

被引：9

作者：

Arutyunov, A. V. ^{[1
]}

机构：

[1] Peoples Friendship Univ Russia, Moscow, Russia

来源：

DIFFERENTIAL EQUATIONS | 2012年 / 48卷 / 12期

基金：

俄罗斯基础研究基金会;

关键词：

Lagrange Multiplier; Maximum Principle; Optimal Control Problem; Vector Function; State Constraint;

D O I：

10.1134/S0012266112120051

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the Pontryagin maximum principle for an optimal control problem with state constraints. We analyze the continuity of a vector function A mu (which is one of the Lagrange multipliers corresponding to an extremal by virtue of the maximum principle) at the points where the extremal trajectory meets the boundary of the set given by the state constraints. We obtain sufficient conditions for the continuity of A mu in terms of the smoothness of the extremal trajectory. DOI: 10.1134/S0012266112120051

引用

页码：1586 / 1595

页数：10

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