Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions

Detalhes bibliográficos
Autor(a) principal: Pereira, Fernando Lobo
Data de Publicação: 2011
Outros Autores: Silva, Geraldo Nunes da [UNESP], IEEE
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://hdl.handle.net/11449/197409
Resumo: This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems.
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spelling Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential InclusionsThis article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems.FCTInstitute for Systems and Robotics PortoConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Univ Porto, Fac Engn, Inst Syst & Robot Porto, P-4200465 Oporto, PortugalUniv Estadual Paulista, Dept Comp Sci & Stat, Rio De Janeiro, BrazilUniv Estadual Paulista, Dept Comp Sci & Stat, Rio De Janeiro, BrazilInstitute for Systems and Robotics Porto: PTDC/EEA-CRO/104901/2008Institute for Systems and Robotics Porto: PTDC/EEA-CRO/116014/2009IeeeUniv PortoUniversidade Estadual Paulista (Unesp)Pereira, Fernando LoboSilva, Geraldo Nunes da [UNESP]IEEE2020-12-10T22:02:29Z2020-12-10T22:02:29Z2011-01-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObject6717-67222011 50th Ieee Conference On Decision And Control And European Control Conference (cdc-ecc). New York: Ieee, p. 6717-6722, 2011.0743-1546http://hdl.handle.net/11449/197409WOS:000303506207056Web of Sciencereponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPeng2011 50th Ieee Conference On Decision And Control And European Control Conference (cdc-ecc)info:eu-repo/semantics/openAccess2021-10-23T12:24:11Zoai:repositorio.unesp.br:11449/197409Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-08-05T21:01:03.575531Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
title Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
spellingShingle Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
Pereira, Fernando Lobo
title_short Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
title_full Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
title_fullStr Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
title_full_unstemmed Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
title_sort Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
author Pereira, Fernando Lobo
author_facet Pereira, Fernando Lobo
Silva, Geraldo Nunes da [UNESP]
IEEE
author_role author
author2 Silva, Geraldo Nunes da [UNESP]
IEEE
author2_role author
author
dc.contributor.none.fl_str_mv Univ Porto
Universidade Estadual Paulista (Unesp)
dc.contributor.author.fl_str_mv Pereira, Fernando Lobo
Silva, Geraldo Nunes da [UNESP]
IEEE
description This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems.
publishDate 2011
dc.date.none.fl_str_mv 2011-01-01
2020-12-10T22:02:29Z
2020-12-10T22:02:29Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/conferenceObject
format conferenceObject
status_str publishedVersion
dc.identifier.uri.fl_str_mv 2011 50th Ieee Conference On Decision And Control And European Control Conference (cdc-ecc). New York: Ieee, p. 6717-6722, 2011.
0743-1546
http://hdl.handle.net/11449/197409
WOS:000303506207056
identifier_str_mv 2011 50th Ieee Conference On Decision And Control And European Control Conference (cdc-ecc). New York: Ieee, p. 6717-6722, 2011.
0743-1546
WOS:000303506207056
url http://hdl.handle.net/11449/197409
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 2011 50th Ieee Conference On Decision And Control And European Control Conference (cdc-ecc)
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 6717-6722
dc.publisher.none.fl_str_mv Ieee
publisher.none.fl_str_mv Ieee
dc.source.none.fl_str_mv Web of Science
reponame:Repositório Institucional da UNESP
instname:Universidade Estadual Paulista (UNESP)
instacron:UNESP
instname_str Universidade Estadual Paulista (UNESP)
instacron_str UNESP
institution UNESP
reponame_str Repositório Institucional da UNESP
collection Repositório Institucional da UNESP
repository.name.fl_str_mv Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)
repository.mail.fl_str_mv
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