A maximum principle for constrained infinite horizon dynamic control systems
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Elsevier
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This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality conditions is that, under reasonably weak assumptions, the multiplier is shown to satisfy a novel transversality condition at infinite time. It is also shown that these conditions can also be obtained for impulsive control problems whose dynamics are given by measure driven differential equations. © 2011 IFAC.
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Impulse control , Maximum principle , Optimal control , Constrained optimal control problems , Cost functionals , Dynamic control systems , Impulsive controls , Infinite horizons , Infinite time , Optimal controls , Optimality conditions , Transversality conditions , Differential equations , Optimal control systems
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IFAC Proceedings Volumes (IFAC-PapersOnline), v. 18, n. PART 1, p. 10207-10212, 2011.
