Necessary Optimality Conditions for a Class of Control Problems with State Constraint

Necessary Optimality Conditions for a Class of Control Problems with State Constraint

An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed.

Bibliographic Details
Main Authors: Adam Korytowski, Maciej Szymkat
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Games
Subjects:
optimal control
state constraint
necessary optimality conditions
Online Access:https://www.mdpi.com/2073-4336/12/1/9
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spelling doaj-d028b26f00a54f32b777b32556b72c242021-01-19T00:05:25ZengMDPI AGGames2073-43362021-01-01129910.3390/g12010009Necessary Optimality Conditions for a Class of Control Problems with State ConstraintAdam Korytowski0Maciej Szymkat1Faculty of Electrical Engineering, Automatics, Computer Science and Biomedical Engineering, AGH University of Science and Technology, al. Mickiewicza 30, 30-059 Kraków, PolandFaculty of Electrical Engineering, Automatics, Computer Science and Biomedical Engineering, AGH University of Science and Technology, al. Mickiewicza 30, 30-059 Kraków, PolandAn elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed.https://www.mdpi.com/2073-4336/12/1/9optimal controlstate constraintnecessary optimality conditions
collection DOAJ
language English
format Article
sources DOAJ
author Adam Korytowski
Maciej Szymkat
spellingShingle Adam Korytowski
Maciej Szymkat
Necessary Optimality Conditions for a Class of Control Problems with State Constraint
Games
optimal control
state constraint
necessary optimality conditions
author_facet Adam Korytowski
Maciej Szymkat
author_sort Adam Korytowski
title Necessary Optimality Conditions for a Class of Control Problems with State Constraint
title_short Necessary Optimality Conditions for a Class of Control Problems with State Constraint
title_full Necessary Optimality Conditions for a Class of Control Problems with State Constraint
title_fullStr Necessary Optimality Conditions for a Class of Control Problems with State Constraint
title_full_unstemmed Necessary Optimality Conditions for a Class of Control Problems with State Constraint
title_sort necessary optimality conditions for a class of control problems with state constraint
publisher MDPI AG
series Games
issn 2073-4336
publishDate 2021-01-01
description An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed.
topic optimal control
state constraint
necessary optimality conditions
url https://www.mdpi.com/2073-4336/12/1/9
work_keys_str_mv AT adamkorytowski necessaryoptimalityconditionsforaclassofcontrolproblemswithstateconstraint
AT maciejszymkat necessaryoptimalityconditionsforaclassofcontrolproblemswithstateconstraint
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