A remark on the continuity of the measure Lagrange multiplier in state constrained optimal control problems

A remark on the continuity of the measure Lagrange multiplier in state constrained optimal control problems

The article is focused on the necessary optimality condition in the form of Pontryagin's maximum principle for state constrained problems. A certain refinement to these conditions is made. More specifically, it has been noted that the measure-multiplier from the maximum principle is continuous...

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Bibliographic Details
Published in:2018 IEEE Conference on Decision and Control (CDC) pp. 49 - 54
Main Authors: Arutyunov, Aram, Karamzin, Dmitry, Pereira, Fernando L.
Format: Conference Proceeding
Language:English
Published: IEEE 01-12-2018
Subjects:
Computer science
Conferences
Information processing
Optimal control
Physics
Process control
Trajectory
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Summary:The article is focused on the necessary optimality condition in the form of Pontryagin's maximum principle for state constrained problems. A certain refinement to these conditions is made. More specifically, it has been noted that the measure-multiplier from the maximum principle is continuous under the regularity conditions imposed in [1]. The continuity of the measure-multiplier appears to be highly relevant for numerical implementations in the framework of indirect computational approach.
ISSN:2576-2370
DOI:10.1109/CDC.2018.8618903