Necessary Conditions for Free End-Time, Measurably Time Dependent Optimal Control Problems with State Constraints
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Recently, necessary conditions have been derived for fixed-time optimal control problems with state constraints, formulated in terms of a differential inclusion, under very weak hypotheses on the data. These allow the multifunction describing admissible velocities to be unbounded and possibly nonconvex valued. This paper extends the earlier necessary conditions, to allow for free end-times. A notable feature of the new free end-time necessary conditions is that they cover problems with measurably time dependent data. For such problems, standard analytical techniques for deriving free-time necessary conditions, which depend on a transformation of the time variable, no longer work. Instead, we use variational methods based on the calculus of 'essential values".
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- Necessary Conditions for Free End-Time, Measurably Time Dependent Optimal Control Problems with State Constraints
Volume 8, Issue 1-2 , pp 11-29
- Cover Date
- Print ISSN
- Online ISSN
- Kluwer Academic Publishers
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- Euler Lagrange condition
- Hamiltonian inclusion
- free time
- state constraint
- nonconvex differential inclusion
- nonsmooth analysis
- Author Affiliations
- 1. Department of Electrical and Electronic Engineering and Centre for Process Systems Engineering, Imperial College, Exhibition Road, London, SW7 2BT, U.K.
- 2. Department of Business Studies, University of Edinburgh, George Square, Edinburgh, EH8 9JY, U.K.