DocumentCode :
337581
Title :
Necessary conditions in optimal control without differentiability
Author :
Loewen, P.D. ; Vinter, R.B. ; Zheng, H.
Author_Institution :
Dept. of Math., British Columbia Univ., Vancouver, BC, Canada
Volume :
1
fYear :
1998
fDate :
1998
Firstpage :
19
Abstract :
In traditional proofs of the maximum principle, continuous differentiability, or at least Lipschitz continuity, of the dynamic constraint with respect to the state variable is invoked, along arbitrary control functions. Recently Sussmann, following up ideas proposed by Lojasiewicz, has demonstrated the validity of the maximum principle in circumstances when the dynamic constraint is Lipschitz continuous merely along the optimal control function. We provide a simple derivation of the maximum principle, under this milder hypothesis, for problems with unilateral state constraints and where the right endpoint constraint takes the form of a family of functional inequalities. Ekeland´s theorem (1976) is used to construct a sequence of perturbed `Lipschitz´ optimal control problems. The maximum principle (for nonLipschitz data off the optimal control) is then proved by applying the standard maximum principle to each of the perturbed problems and passing to the limit
Keywords :
maximum principle; Lipschitz-continuous dynamic constraint; maximum principle; optimal control; perturbed Lipschitz optimal control problem sequence; right endpoint constraint; unilateral state constraints; Business continuity; Educational institutions; Equations; Optimal control; Silicon carbide;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
ISSN :
0191-2216
Print_ISBN :
0-7803-4394-8
Type :
conf
DOI :
10.1109/CDC.1998.760583
Filename :
760583
Link To Document :
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