More on optimal control with paths lying on a corner
- 47 Downloads
This paper extends the Pontryagin maximum principle to allow for a finite number of corners, i.e., allowing for any finite number of discontinuities of the first derivatives with respect to the state variables. These corners are shown to raise the same computational difficulties caused by state constraints.
Key WordsOptimal control maximum principle corner points state constraints
Unable to display preview. Download preview PDF.
- 1.Speyer, L. J.,Necessary Conditions for Optimality for Paths Lying on a Corner, Management Science, Vol. 19, No. 11, 1973.Google Scholar
- 2.McIntyre, J.,On Optimal Control with Bounded State Variables, Advances in Control Systems, Vol. 5, Edited by C. T. Leondes, Academic Press, New York, New York, 1967.Google Scholar
- 3.Speyer, J., andBryson, A.,Optimal Programming Problems with a Bounded State Space, AIAA Journal, Vol. 6, No. 8, 1968.Google Scholar
- 4.Arrow, K. J., andKarlin, S.,Production over Time with Marginal Cost, Studies in the Mathematical Theory of Inventory and Production, Edited by K. J. Arrow, S. Karlin, and H. Scarf, Stanford University Press, Stanford, California, 1958.Google Scholar
- 5.Modigliani, F., andHohn, F.,Production Planning over Time and the Nature of the Expectations and Planning Horizon, Econometrica, Vol. 1, pp. 44–46, 1955.Google Scholar
- 6.Lieber, Z.,Production over Time with Increasing Marginal Costs and Linear Holding and Backlogging Costs, Management Science, Vol. 20, No. 3, 1973.Google Scholar