Pontryagin maximum principle of optimal control governed by fluid dynamic systems with two point boundary state constraint

2002 ◽  
Vol 51 (3) ◽  
pp. 509-536 ◽  
Author(s):  
Gengsheng Wang
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Dynamic Systems ◽  
Pontryagin Maximum Principle ◽  
Fluid Dynamic ◽  
State Constraint ◽  
Point Boundary ◽  
Boundary State

WHY REGULARIZATION OF LAGRANGE PRINCIPLE AND PONTRYAGIN MAXIMUM PRINCIPLE IS NEEDED AND WHAT IT GIVES

2018 ◽  
pp. 757-775
Author(s):  
Mikhail Iosifovich Sumin
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Mathematical Programming ◽  
Optimality Conditions ◽  
Pontryagin Maximum Principle ◽  
Lagrange Principle ◽  
Convex Problems ◽  
The Pontryagin Maximum Principle

We consider the regularization of the classical Lagrange principle and the Pontryagin maximum principle in convex problems of mathematical programming and optimal control. On example of the “simplest” problems of constrained infinitedimensional optimization, two main questions are discussed: why is regularization of the classical optimality conditions necessary and what does it give?

scholarly journals A maximum principle for optimal control for a class of controlled systems

1996 ◽  
Vol 38 (2) ◽  
pp. 172-181
Author(s):  
Wensheng Xu
Keyword(s):  
Differential Equation ◽  
Optimal Control ◽  
Maximum Principle ◽  
Closed Loop ◽  
Point Boundary ◽  
Type Problem ◽  
Controlled Systems ◽  
Type Differential Equation ◽  
Special Case ◽  
Loop Form

AbstractApplying Ekeland's variational principle in this paper, we obtain a maximum principle for optimal control for a class of two-point boundary value controlled systems. The control domain need not be convex. For a special case, that is the so called LQ-type problem, we obtain the optimal control in the closed loop form and a corresponding Riccati type differential equation.

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