Properties of extremals in optimal control problems with state constraints


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Resumo

An optimal control problem with state constraints is considered. Some properties of extremals to the Pontryagin maximum principle are studied. It is shown that, from the conditions of the maximum principle, it follows that the extended Hamiltonian is a Lipschitz function along the extremal and its total time derivative coincides with its partial derivative with respect to time.

Sobre autores

A. Arutyunov

Peoples’ Friendship University of Russia; Faculty of Computational Mathematics and Cybernetics; Federal Research Center “Informatics and Control”; University of Porto

Autor responsável pela correspondência
Email: arutun@orc.ru
Rússia, Moscow; Moscow; Moscow; Porto

D. Karamzin

Peoples’ Friendship University of Russia; Faculty of Computational Mathematics and Cybernetics; Federal Research Center “Informatics and Control”; University of Porto

Email: arutun@orc.ru
Rússia, Moscow; Moscow; Moscow; Porto

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