Optimality conditions for infinite horizon control problems with state constraints

Autor(es)

de Oliveira, Valeriano Antunes ^[1] ; Silva, Geraldo Nunes ^[2]

Afiliação do(s) autor(es)

^[1] Univ Fed Uberlandia, Fac Ciencias Integradas Pontal, Ituiutaba, MG - Brazil

^[2] Univ Estadual Paulista UNESP, BR-15054000 Sao Jose Do Rio Preto, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS; v. 71, n. 12, p. E1788-E1795, DEC 15 2009.
• Citações Web of Science: 6

Resumo

Necessary conditions of optimality in the form of a maximum principle are derived for state constrained optimal control problems with infinite horizon. A notable feature of our optimality conditions is the derivation of Michel's type transversality condition in the presence of state constraints. Under the usual interiority assumption for the vector field for large times, the strong transversality condition is also verified. (C) 2009 Elsevier Ltd. All rights reserved. (AU)

• Processo FAPESP: 07/05226-6 - Estabilidade e otimização de sistemas de controle
• Beneficiário: Geraldo Nunes Silva
• Modalidade de apoio: Auxílio à Pesquisa - Regular
• Processo FAPESP: 06/04315-2 - Controle ótimo multiobjetivo
• Beneficiário: Valeriano Antunes de Oliveira
• Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado