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On the study of conditions for the continuity of the Lagrange multiplier measure in problems with state constraints

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Abstract

We study several examples on the Pontryagin maximum principle for problems with state constraints. We show that the well-known conditions of controllability of a trajectory relative to the state constraints are insufficient for the continuity of the Lagrange multiplier measure occurring in the maximum principle.

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Authors and Affiliations

  1. Moscow State University, Moscow, Russia

    E. V. Zakharov & D. Yu. Karamzin

  2. Dorodnicyn Computing Centre, Russian Academy of Sciences, Moscow, Russia

    E. V. Zakharov & D. Yu. Karamzin

Authors
  1. E. V. Zakharov
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  2. D. Yu. Karamzin
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Correspondence to E. V. Zakharov.

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Original Russian Text © E.V. Zakharov, D.Yu. Karamzin, 2015, published in Differentsial’nye Uravneniya, 2015, Vol. 51, No. 3, pp. 395–401.

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Zakharov, E.V., Karamzin, D.Y. On the study of conditions for the continuity of the Lagrange multiplier measure in problems with state constraints. Diff Equat 51, 399–405 (2015). https://doi.org/10.1134/S0012266115030106

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  • DOI: https://doi.org/10.1134/S0012266115030106

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