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Necessary conditions for problems with higher derivative bounded state variables

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This paper combines the separate works of two authors. Tan proves a set of necessary conditions for a control problem with second-order state inequality constraints (see Ref. 1). Russak proves necessary conditions for an extended version of that problem. Specifically, the extended version augments the original problem by including state equality constraints, differential and isopermetric equality and inequality constraints, and endpoint constraints. In addition, Russak (i) relaxes the solvability assumption on the state constraints, (ii) extends the maximum principle to a larger set, (iii) obtains modified forms of the relationH =H t and of the transversality relation usually obtained in problems of this type, and (iv) proves a condition concerning μα(t 1), the derivative of the multiplier functions at the final time.

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References

  1. Tan, S. T.,On Problems with Bounded State Variables, University of California at Los Angeles, PhD Thesis, 1972.

  2. Hestenes, M. R.,Calculus of Variations and Optimal Control Theory, John Wiley and Sons, New York, New York, 1966.

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Communicated by M. R. Hestenes

Russak's work was supported by a NPS Foundation Grant.

Tan is indebted to his thesis advisor, Professor M. R. Hestenes, for suggesting the topic and for his help and guidance in the development of his work. Tan's work was supported by the Army Research Office, Contract No. DA-ARO-D-31-124-71-G18.

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Russak, I.B., Tan, S.T. Necessary conditions for problems with higher derivative bounded state variables. J Optim Theory Appl 26, 601–636 (1978). https://doi.org/10.1007/BF00933154

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