Title :
First and second order necessary conditions of optimality for impulsive control problems
Author :
Arutyunov, Arm ; Dykhta, Vladimir ; Pereira, Fernando
Author_Institution :
Dept. of Differential Equations & Functional Anal., Peoples´´ Friendship Univ., Moscow, Russia
Abstract :
We present first and second order necessary conditions of optimality for a general class of nonlinear measure driven dynamic control systems subject to both equality and inequality endpoint state constraints. An important feature of our result is that the conditions remain informative even for abnormal control processes. Our result is obtained by decoding the necessary conditions of optimality for an abstract minimization problem with equality and inequality type constraints and constraints given by convex cone.
Keywords :
minimisation; nonlinear control systems; nonlinear dynamical systems; optimal control; abnormal control processes; convex cone; impulsive control problems; inequality endpoint state constraints; minimization problem; nonlinear measure driven dynamic control systems; Control systems; Decoding; Differential equations; Finance; Functional analysis; Mathematics; Nonlinear control systems; Optimal control; Process control; Robots;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272331