Degenerate optimal control problems with state constraints

Citation
F. Rampazzo et R. Vinter, Degenerate optimal control problems with state constraints, SIAM J CON, 39(4), 2000, pp. 989-1007
Citations number
31
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
39
Issue
4
Year of publication
2000
Pages
989 - 1007
Database
ISI
SICI code
0363-0129(200012)39:4<989:DOCPWS>2.0.ZU;2-Y
Abstract
Standard necessary conditions for optimal control problems with pathwise st ate constraints supply no useful information about minimizers in a number o f cases of interest, e.g., when the left endpoint of state trajectories is fixed at x(0) and x(0) lies in the boundary of the state constraint set; in these cases a nonzero, but nevertheless trivial, set of multipliers exists . We give conditions for the existence of nontrivial multipliers. A feature of these conditions is that they allow nonconvex velocity sets and measura bly time-dependent data. The proof techniques are based on refined estimate s of the distance of a given state trajectory from the set of state traject ories satisfying the state constraint, originating in the dynamic programmi ng literature.