Necessary conditions of optimality for state constrained infinite horizon differential inclusions

Nenhuma Miniatura disponível

Data

2011-12-01

Autores

Pereira, Fernando Lobo
Da Silva, Geraldo Nunes [UNESP]

Título da Revista

ISSN da Revista

Título de Volume

Editor

Resumo

This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems. © 2011 IEEE.

Descrição

Palavras-chave

Adjoint variables, Cost functionals, Differential inclusions, Dynamic optimization problem (DOP), Infinite horizon problems, Infinite horizons, Necessary conditions of optimality, Optimality conditions, State constraints, State trajectory, State variables, Differential equations, Optimization

Como citar

Proceedings of the IEEE Conference on Decision and Control, p. 6717-6722.