Sufficient conditions for optimal control problems with mixed constraints

Sufficient conditions for optimal control problems with mixed constraints

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Article ID: iaor2008924
Country: United Kingdom
Volume: 26
Issue: 5
Start Page Number: 255
End Page Number: 264
Publication Date: Sep 2005
Journal: Optimal Control Applications & Methods
Authors: ,
Keywords: programming: dynamic
Abstract:

In this paper we derive sufficient conditions for optimal control problems with mixed control and state constraints by applying a dual approach to the dynamic programming. These conditions guarantee that a relative minimum is achieved. We seek an optimal pair in the class of those admissible pairs for which graphs of trajectories belong to a set defined by a function satisfying a dual equation of dynamic programming. This set usually differs from the classical neighbourhood of an optimal trajectory. We prove a verification theorem and introduce an optimal dual feedback control.

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