Title :
The approximate maximum principle for constrained control systems
Author :
Mordukhovich, Boris S. ; Shvartsman, Ilya
Author_Institution :
Dept. of Math., Wayne State Univ., Detroit, MI, USA
Abstract :
We consider a sequence of optimal control problems with endpoint constraints and nonsmooth terminal costs for discretized systems. The goal is to obtain necessary optimality conditions in terms of the approximate maximum principle for discrete approximations with no convexity assumptions. We construct several striking examples on the violation of the approximate maximum principle for smooth and nonsmooth problems and then establish this principle in the new super differential form for ordinary and delay systems.
Keywords :
approximation theory; delay systems; discrete time systems; maximum principle; optimal control; stability; approximate maximum principle; constrained control systems; convexity assumptions; delay systems; discrete approximations; discretized systems; endpoint constraints; nonsmooth terminal costs; optimal control; ordinary systems; stability; super differential form; Control systems; Cost function; Delay systems; Lifting equipment; Mathematics; Optimal control; Stability;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1185055
