A nondegenerate maximum principle for the impulse control problem with state constraints

In this article, a free-time impulsive control problem with state constraints and equality and inequality constraints on the trajectory endpoints is considered. A weakened maximum principle is obtained for problems with data measurable in the time variable, being the time transversality conditions d...

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Bibliographic Details
Main Author: Aram Arutyunov (author)
Other Authors: Dmitry Karamzin (author), Fernando Lobo Pereira (author)
Format: article
Language:eng
Published: 2005
Subjects:
Online Access:https://hdl.handle.net/10216/92179
Country:Portugal
Oai:oai:repositorio-aberto.up.pt:10216/92179
Description
Summary:In this article, a free-time impulsive control problem with state constraints and equality and inequality constraints on the trajectory endpoints is considered. A weakened maximum principle is obtained for problems with data measurable in the time variable, being the time transversality conditions deduced with the help of some extra convexity assumption on the state constraints. In the case of smooth problems a nondegenerate maximum principle is derived by using a penalty function method.