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The Maximum Principle for Optimal Control Problems with State Constraints by R.V. Gamkrelidze: Revisited

A. V. Arutyunov (), D. Y. Karamzin () and F. L. Pereira ()
Additional contact information
A. V. Arutyunov: Peoples’ Friendship University of Russia
D. Y. Karamzin: Russian Academy of Sciences
F. L. Pereira: Institute for Systems & Robotics

Journal of Optimization Theory and Applications, 2011, vol. 149, issue 3, No 2, 474-493

Abstract: Abstract A maximum principle in the form given by R.V. Gamkrelidze is obtained, although without a priori regularity assumptions to be satisfied by the optimal trajectory. After its formulation and proof, we propose various regularity concepts that guarantee, in one sense or another, the nondegeneracy of the maximum principle. Finally, we show how the already known first-order necessary conditions can be deduced from the proposed theorem.

Keywords: Optimal control; Maximum principle; State constraints (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (8)

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DOI: 10.1007/s10957-011-9807-5

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