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 covexity 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 superdifferential 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
StatePublished - 2002

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

All Science Journal Classification (ASJC) codes

  • Chemical Health and Safety
  • Control and Systems Engineering
  • Safety, Risk, Reliability and Quality

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, 2002, p. 4345-4350.

Research output: Contribution to journalArticle

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