“…Earlier, a similar approximation approach was used to derive necessary optimality conditions for various nonclassical optimal control problems (see, e.g., [3], [4], [5], [7], [32], and also survey [6]). Based on relevant approximation techniques and the methodology presented here, one can extend the results of this paper to more complex infinite-horizon problems of optimal control (e.g., problems with nonsmooth data).…”
Section: −ρT |G(x(t) U(t))|dt ≤ ω(T ) For All T >mentioning
Abstract. This paper suggests some further developments in the theory of first-order necessary optimality conditions for problems of optimal control with infinite time horizons. We describe an approximation technique involving auxiliary finite-horizon optimal control problems and use it to prove new versions of the Pontryagin maximum principle. Special attention is paid to the behavior of the adjoint variables and the Hamiltonian. Typical cases, in which standard transversality conditions hold at infinity, are described. Several significant earlier results are generalized.
“…Earlier, a similar approximation approach was used to derive necessary optimality conditions for various nonclassical optimal control problems (see, e.g., [3], [4], [5], [7], [32], and also survey [6]). Based on relevant approximation techniques and the methodology presented here, one can extend the results of this paper to more complex infinite-horizon problems of optimal control (e.g., problems with nonsmooth data).…”
Section: −ρT |G(x(t) U(t))|dt ≤ ω(T ) For All T >mentioning
Abstract. This paper suggests some further developments in the theory of first-order necessary optimality conditions for problems of optimal control with infinite time horizons. We describe an approximation technique involving auxiliary finite-horizon optimal control problems and use it to prove new versions of the Pontryagin maximum principle. Special attention is paid to the behavior of the adjoint variables and the Hamiltonian. Typical cases, in which standard transversality conditions hold at infinity, are described. Several significant earlier results are generalized.
“…В задачах оптимального управления с фазовыми ограничениями и с нефик-сированным временем необходимые условия второго порядка, заключающиеся в непустоте множества множителей Лагранжа Λ s , при соответствующем вы-боре числа s были получены в [9]- [11]. В указанных работах необходимые условия первого порядка брались в форме принципа максимума Понтрягина, а не уравнения Эйлера-Лагранжа.…”
Section: гладкие анормальные задачи теории экстремума и анализаunclassified
“…It follows from the example given below that the assumption on the finitedimensionality of X is fundamental in Theorem 3.2-it cannot be omitted without being replaced by another one (for example, by the assumption that the form is of the Legendre type, as was done in [5,11]). …”
Section: Proof Let Us Choose Continuous Linear Operatorsãmentioning
confidence: 99%
“…For the first time second-order necessary conditions that require the set Λ a (x 0 ) to be nonempty were obtained for the time optimality problem in [13]. Further, those conditions were generalized to a broad class of extremal and optimal control problems [5,9,11].…”
Section: Definition ([12]) the Mapping F Is Called 2-regular At A Pointmentioning
confidence: 99%
“…In [5] the author obtained estimates from below for Ls{x : A n x ∈ K} where K is a cone with a finite number of faces in a Banach space.…”
Section: Proof Let Us Choose Continuous Linear Operatorsãmentioning
Abstract. In this paper we study a minimization problem with constraints and obtain first-and second-order necessary conditions for a minimum. Those conditions -as opposed to the known ones -are also informative in the abnormal case. We have introduced the class of 2-normal constraints and shown that for them the "gap" between the sufficient and the necessary conditions is as minimal as possible. It is proved that a 2-normal mapping is generic.
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