A maximum principle for constrained infinite horizon dynamic control systems

Detalhes bibliográficos
Autor(a) principal: Pereira, Fernando Lobo
Data de Publicação: 2011
Outros Autores: Silva, Geraldo Nunes [UNESP]
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://dx.doi.org/10.3182/20110828-6-IT-1002.03622
http://hdl.handle.net/11449/72905
Resumo: This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.
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spelling A maximum principle for constrained infinite horizon dynamic control systemsImpulse controlMaximum principleOptimal controlConstrained optimal control problemsCost functionalsDynamic control systemsImpulsive controlsInfinite horizonsInfinite timeOptimal controlsOptimality conditionsTransversality conditionsDifferential equationsOptimal control systemsThis article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.Institute for Systems and Robotics-Porto Faculdade de Engenharia Universidade Do Porto, Rua Dr. Roberto Frias, 4200-465 PortoDept. Computer Science and Statistics Universidade Estadual Paulista, 15054-000 - S. J. Rio Preto-SPDept. Computer Science and Statistics Universidade Estadual Paulista, 15054-000 - S. J. Rio Preto-SPUniversidade Do PortoUniversidade Estadual Paulista (Unesp)Pereira, Fernando LoboSilva, Geraldo Nunes [UNESP]2014-05-27T11:26:15Z2014-05-27T11:26:15Z2011-12-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObject10207-10212http://dx.doi.org/10.3182/20110828-6-IT-1002.03622IFAC Proceedings Volumes (IFAC-PapersOnline), v. 18, n. PART 1, p. 10207-10212, 2011.1474-6670http://hdl.handle.net/11449/7290510.3182/20110828-6-IT-1002.036222-s2.0-848667606333638688119433520Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengIFAC Proceedings Volumes (IFAC-PapersOnline)info:eu-repo/semantics/openAccess2021-10-23T21:37:49Zoai:repositorio.unesp.br:11449/72905Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462021-10-23T21:37:49Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv A maximum principle for constrained infinite horizon dynamic control systems
title A maximum principle for constrained infinite horizon dynamic control systems
spellingShingle A maximum principle for constrained infinite horizon dynamic control systems
Pereira, Fernando Lobo
Impulse control
Maximum principle
Optimal control
Constrained optimal control problems
Cost functionals
Dynamic control systems
Impulsive controls
Infinite horizons
Infinite time
Optimal controls
Optimality conditions
Transversality conditions
Differential equations
Optimal control systems
title_short A maximum principle for constrained infinite horizon dynamic control systems
title_full A maximum principle for constrained infinite horizon dynamic control systems
title_fullStr A maximum principle for constrained infinite horizon dynamic control systems
title_full_unstemmed A maximum principle for constrained infinite horizon dynamic control systems
title_sort A maximum principle for constrained infinite horizon dynamic control systems
author Pereira, Fernando Lobo
author_facet Pereira, Fernando Lobo
Silva, Geraldo Nunes [UNESP]
author_role author
author2 Silva, Geraldo Nunes [UNESP]
author2_role author
dc.contributor.none.fl_str_mv Universidade Do Porto
Universidade Estadual Paulista (Unesp)
dc.contributor.author.fl_str_mv Pereira, Fernando Lobo
Silva, Geraldo Nunes [UNESP]
dc.subject.por.fl_str_mv Impulse control
Maximum principle
Optimal control
Constrained optimal control problems
Cost functionals
Dynamic control systems
Impulsive controls
Infinite horizons
Infinite time
Optimal controls
Optimality conditions
Transversality conditions
Differential equations
Optimal control systems
topic Impulse control
Maximum principle
Optimal control
Constrained optimal control problems
Cost functionals
Dynamic control systems
Impulsive controls
Infinite horizons
Infinite time
Optimal controls
Optimality conditions
Transversality conditions
Differential equations
Optimal control systems
description This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.
publishDate 2011
dc.date.none.fl_str_mv 2011-12-01
2014-05-27T11:26:15Z
2014-05-27T11:26:15Z
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 http://dx.doi.org/10.3182/20110828-6-IT-1002.03622
IFAC Proceedings Volumes (IFAC-PapersOnline), v. 18, n. PART 1, p. 10207-10212, 2011.
1474-6670
http://hdl.handle.net/11449/72905
10.3182/20110828-6-IT-1002.03622
2-s2.0-84866760633
3638688119433520
url http://dx.doi.org/10.3182/20110828-6-IT-1002.03622
http://hdl.handle.net/11449/72905
identifier_str_mv IFAC Proceedings Volumes (IFAC-PapersOnline), v. 18, n. PART 1, p. 10207-10212, 2011.
1474-6670
10.3182/20110828-6-IT-1002.03622
2-s2.0-84866760633
3638688119433520
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv IFAC Proceedings Volumes (IFAC-PapersOnline)
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 10207-10212
dc.source.none.fl_str_mv Scopus
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
_version_ 1803047216081797120

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