scholarly journals Necessary Optimality Conditions for a Class of Control Problems with State Constraint

Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 9
Author(s):  
Adam Korytowski ◽  
Maciej Szymkat
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
Necessary Optimality Conditions ◽  
State Constraint ◽  
Control Problems ◽  
Elementary Approach

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.

scholarly journals Necessary optimality conditions for minimax optimal control problems with mixed constraints

2021 ◽  
Author(s):  
Paola Patzi Aquino ◽  
Maria do Rosario de Pinho ◽  
Geraldo Nunes Silva
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Optimal Control Problems ◽  
Necessary Optimality Conditions ◽  
Inequality Constraints ◽  
Control Problems ◽  
Parameter Uncertainties ◽  
Minimax Optimal Control ◽  
Minimax Optimal Control Problems ◽  
Equality And Inequality Constraints

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.

Sign in / Sign up

Export Citation Format

Share Document