A weak maximum principle for optimal control problems with mixed constraints under a constant rank condition

Author(s)

Andreani, Roberto ; de Oliveira, Valeriano Antunes ; Pereira, Jamielli Tomaz ; Silva, Geraldo Nunes

• Document type: Journal article
• Source: IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION; v. 37, n. 3, p. 27-pg., 2020-09-01.

Abstract

Necessary optimality conditions for optimal control problems with mixed state-control equality constraints are obtained. The necessary conditions are given in the form of a weak maximum principle and are obtained under (i) a new regularity condition for problems with mixed linear equality constraints and (ii) a constant rank type condition for the general non-linear case. Some instances of problems with equality and inequality constraints are also covered. Illustrative examples are presented. (AU)

• FAPESP's process: 16/03540-4 - Regularity Conditions in Optimal Control
• Grantee: Valeriano Antunes de Oliveira
• Support Opportunities: Regular Research Grants
• FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
• Grantee: Francisco Louzada Neto
• Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
• FAPESP's process: 15/25610-1 - Genralization of Optimality Conditions for Optimal Control Problems with Mixed Constraints
• Grantee: Jamielli Tomaz Pereira
• Support Opportunities: Scholarships in Brazil - Doctorate