Sufficient conditions for optimal control problems with mixed constraints | Zendy

Galewska E. | Zendy; Nowakowski A. | Zendy

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Sufficient conditions for optimal control problems with mixed constraints

Author(s) -

Galewska E.,

Nowakowski A.

Publication year - 2005

Publication title -

optimal control applications and methods

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.458

H-Index - 44

eISSN - 1099-1514

pISSN - 0143-2087

DOI - 10.1002/oca.762

Subject(s) - optimal control , dynamic programming , dual (grammatical number) , mathematical optimization , class (philosophy) , neighbourhood (mathematics) , trajectory , set (abstract data type) , state (computer science) , bellman equation , mathematics , function (biology) , control (management) , computer science , control theory (sociology) , algorithm , art , mathematical analysis , physics , literature , astronomy , artificial intelligence , evolutionary biology , biology , programming language

In this paper we derive sufficient conditions for optimal control problems with mixed control and state constraints by applying a dual approach to the dynamic programming. These conditions guarantee that a relative minimum is achieved. We seek an optimal pair in the class of those admissible pairs for which graphs of trajectories belong to a set defined by a function satisfying a dual equation of dynamic programming. This set usually differs from the classical neighbourhood of an optimal trajectory. We prove a verification theorem and introduce an optimal dual feedback control. Copyright © 2005 John Wiley & Sons, Ltd.

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