Title of article
Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints
Author/Authors
Fontes، نويسنده , , Fernando A.C.C. and Lopes، نويسنده , , Sofia O.، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2013
Pages
11
From page
27
To page
37
Abstract
There has been a longstanding interest in deriving conditions under which dynamic optimization problems are normal, that is, the necessary conditions of optimality (NCO) can be written with a nonzero multiplier associated with the objective function. This paper builds upon previous results on nondegenerate NCO for trajectory constrained optimal control problems to provide even stronger, normal forms of the conditions. The NCO developed may address problems with nonsmooth, less regular data. The particular case of calculus of variations problems is here explored to show a favorable comparison with existent results.
Keywords
optimal control , Maximum principle , State constraints , calculus of variations , Normality , Degeneracy , nonsmooth analysis
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2013
Journal title
Journal of Mathematical Analysis and Applications
Record number
1563283
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