A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case

Md. Haider Ali Biswas; Maria do Rosário de Pinho

doi:10.3934/proc.2011.2011.174

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2011, Volume 2011: 174-183. Doi: 10.3934/proc.2011.2011.174 open access

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A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case

Md. Haider Ali Biswas^1, and
Maria do Rosário de Pinho^2,

1.
Faculdade de Engenharia da Universidade do Porto, DEEC, Rua Dr. Roberto Frias, 4200-465 Porto
2.
Faculdade de Engenharia da Universidade do Porto, Department of Electrical Engineering and Computers, Porto

Received: June 30, 2010

Revised: March 31, 2011

Published: August 2017

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Abstract

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known penalization techniques for state constraints together with recent results for mixed constrained problems.

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Mathematics Subject Classification: Primary: 49K15, 49K30; Secondary: 34A60.

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