• DocumentCode
    434687
  • Title

    The connection between the maximum principle and the value function for optimal control problems under state constraints

  • Author

    Cernea, Aurelian ; Frankowska, Hélène

  • Author_Institution
    Fac. of Math. & Inf., Bucharest Univ., Romania
  • Volume
    1
  • fYear
    2004
  • fDate
    17-17 Dec. 2004
  • Firstpage
    893
  • Abstract
    We consider the Mayer optimal control problem with dynamics given by a non convex differential inclusion, whose trajectories are constrained to a closed set and obtain necessary optimality conditions in the form of the maximum principle together with a relation between the costate and the value function. This additional relation is applied in turn to show that the maximum principle is non degenerate.
  • Keywords
    concave programming; maximum principle; maximum principle; nonconvex differential inclusion; optimal control problem; state constraint; value function; Contracts; Control systems; Differential equations; Force measurement; Humans; Informatics; Mathematics; Measurement units; Optimal control; Qualifications;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2004. CDC. 43rd IEEE Conference on
  • Conference_Location
    Nassau
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-8682-5
  • Type

    conf

  • DOI
    10.1109/CDC.2004.1428798
  • Filename
    1428798