Necessary optimality conditions for optimal control problems with elliptic systems in the plane

Author(s):  
L. v. Wolfersdorf
Author(s):  
Paola Patzi Aquino ◽  
Maria do Rosario de Pinho ◽  
Geraldo Nunes Silva

A weak maximal principle for minimax optimal control problems with mixed state-control equality and inequality constraints is provided. In the formulation of the minimax control problem we allow for parameter uncertainties in all functions involved: in the cost function, in the dynamical control system and in the equality and inequality constraints. Then a new constraint qualification of Mangassarian-Fromovitz type is introduced which allowed us to prove the necessary conditions of optimality. We also derived the optimality conditions under a full rank conditions type and showed that it is, as usual, a particular case of the Mangassarian-Fromovitz type condition case. Illustrative examples are presented.


Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 9
Author(s):  
Adam Korytowski ◽  
Maciej Szymkat

An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed.


Sign in / Sign up

Export Citation Format

Share Document