The approximate maximum principle for constrained control systems

Boris S. Mordukhovich, Ilya Shvartsman

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

We consider a sequence of optimal control problems with endpoint constraints and nonsmooth terminal costs for discretized systems. The goal is to obtain necessary optimality conditions in terms of the approximate maximum principle for discrete approximations with no convexity assumptions. We construct several striking examples on the violation of the approximate maximum principle for smooth and nonsmooth problems and then establish this principle in the new super differential form for ordinary and delay systems.

Original languageEnglish (US)
Pages (from-to)4345-4350
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume4
DOIs
StatePublished - Jan 1 2002

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Maximum principle
Constrained Control
Constrained Systems
Maximum Principle
Control System
Control systems
Discrete Approximation
Necessary Optimality Conditions
Delay Systems
Differential Forms
Convexity
Optimal Control Problem
Costs

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

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The approximate maximum principle for constrained control systems. / Mordukhovich, Boris S.; Shvartsman, Ilya.

In: Proceedings of the IEEE Conference on Decision and Control, Vol. 4, 01.01.2002, p. 4345-4350.

Research output: Contribution to journalArticle

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