Properties of extremals in optimal control problems with state constraints


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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.

作者简介

A. Arutyunov

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

编辑信件的主要联系方式.
Email: arutun@orc.ru
俄罗斯联邦, 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
俄罗斯联邦, Moscow; Moscow; Moscow; Porto

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