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Necessary Conditions for Free End-Time, Measurably Time Dependent Optimal Control Problems with State Constraints

Vinter, R.B. and Zheng, H. (2000) Necessary Conditions for Free End-Time, Measurably Time Dependent Optimal Control Problems with State Constraints Set-Valued Analysis, 8, (1-2), pp. 11-29. (doi:10.1023/A:1008762106012).

Record type: Article

Abstract

Recently, necessary conditions have been derived for fixed-time optimal control problems with state constraints, formulated in terms of a differential inclusion, under very weak hypotheses on the data. These allow the multifunction describing admissible velocities to be unbounded and possibly nonconvex valued. This paper extends the earlier necessary conditions, to allow for free end-times. A notable feature of the new free end-time necessary conditions is that they cover problems with measurably time dependent data. For such problems, standard analytical techniques for deriving free-time necessary conditions, which depend on a transformation of the time variable, no longer work. Instead, we use variational methods based on the calculus of ''essential values".

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More information

Published date: 2000
Keywords: Euler Lagrange condition, Hamiltonian inclusion, free time, state constraint, nonconvex differential inclusion, nonsmooth analysis
Organisations: Operational Research

Identifiers

Local EPrints ID: 29669
URI: http://eprints.soton.ac.uk/id/eprint/29669
ISSN: 0927-6947
PURE UUID: b4e8b5a9-0bc6-46c4-bc9b-1ad764d321dd

Catalogue record

Date deposited: 20 Jul 2006
Last modified: 17 Jul 2017 15:57

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Contributors

Author: R.B. Vinter
Author: H. Zheng

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