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2011, 2011(Special): 174-183. doi: 10.3934/proc.2011.2011.174

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, Portugal
2. 

Faculdade de Engenharia da Universidade do Porto, Department of Electrical Engineering and Computers, Porto, Portugal

Received  July 2010 Revised  April 2011 Published  October 2011

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.
Keywords: nonsmooth analysis, maximum principle, state constraints.
Mathematics Subject Classification: Primary: 49K15, 49K30; Secondary: 34A60.
Citation: Md. Haider Ali Biswas, Maria do Rosário de Pinho. A nonsmooth maximum principle for optimal control problems with state and mixed constraints - convex case. Conference Publications, 2011, 2011 (Special) : 174-183. doi: 10.3934/proc.2011.2011.174
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