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
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;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location :
Nassau
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1428798