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Necessary Optimality Conditions for a Class of Control Problems with State Constraint

Author

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  • Adam Korytowski

    (Faculty of Electrical Engineering, Automatics, Computer Science and Biomedical Engineering, AGH University of Science and Technology, al. Mickiewicza 30, 30-059 Kraków, Poland)

  • Maciej Szymkat

    (Faculty of Electrical Engineering, Automatics, Computer Science and Biomedical Engineering, AGH University of Science and Technology, al. Mickiewicza 30, 30-059 Kraków, Poland)

Abstract

An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed.

Suggested Citation

  • Adam Korytowski & Maciej Szymkat, 2021. "Necessary Optimality Conditions for a Class of Control Problems with State Constraint," Games, MDPI, vol. 12(1), pages 1-22, January.
    • Handle: RePEc:gam:jgames:v:12:y:2021:i:1:p:9-:d:482592
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    References listed on IDEAS

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    1. Andrei Dmitruk & Ivan Samylovskiy, 2017. "On the Relation Between Two Approaches to Necessary Optimality Conditions in Problems with State Constraints," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 391-420, May.
    2. A. V. Arutyunov & D. Y. Karamzin & F. L. Pereira, 2011. "The Maximum Principle for Optimal Control Problems with State Constraints by R.V. Gamkrelidze: Revisited," Journal of Optimization Theory and Applications, Springer, vol. 149(3), pages 474-493, June.
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    Cited by:

    1. Ellina Grigorieva, 2021. "Optimal Control Theory: Introduction to the Special Issue," Games, MDPI, vol. 12(1), pages 1-4, March.

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