Skip Navigation

IMA Journal of Mathematical Control and Information 2001 18(2):189-205; doi:10.1093/imamci/18.2.189
© 2001 by Institute of Mathematics and its Applications
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by De Pinho, M. D. R.
Right arrow Articles by Zheng, H.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

A maximum principle for optimal control problems with mixed constraints

M. D. R. De Pinho1, R. B. Vinter2 and H. Zheng3

1 Departamento de Engenharia Electrotécnica e de Computadores, Faculdade de Engenharia da Universidade do Porto, 4099 Porto Codex, Portugal 2 Centre for Process Systems Engineering and Department of Electrical and Electronic Engineering, Imperial College of Science, Technology and Medicine, London SW7 2BY, UK 3 Department of Business Studies, Edinburgh University, 50 George Street, Edinburgh EH8 9JY, UK

Necessary conditions in the form of maximum principles are derived for optimal control problems with mixed control and state constraints. Traditionally, necessary condtions for problems with mixed constraints have been proved under hypothesis which include the requirement that the Jacobian of the mixed constraint functional, with respect to the control variable, have full rank. We show that it can be replaced by a weaker ‘interiority’ hypothesis. This refinement broadens the scope of the optimality conditions, to cover some optimal control problems involving differential algebraic constraints, with index greater than unity.

Keywords: optimal control; maximum principle; mixed constraints; differential algebraic equations.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.