A maximum principle for constrained infinite horizon dynamic control systems
Autor(a) principal: | |
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Data de Publicação: | 2011 |
Outros Autores: | |
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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Repositório Institucional da UNESP |
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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:29462024-08-05T21:51:57.359655Repositório 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_ |
1808129367412310016 |