A SURVEY OF THE MAXIMUM-PRINCIPLES FOR OPTIMAL-CONTROL PROBLEMS WITH STATE CONSTRAINTS

被引：625

作者：

HARTL, RF

SETHI, SP

VICKSON, RG

机构：

[1] UNIV TORONTO, FAC MANAGEMENT, TORONTO, ON M5S 1V4, CANADA

[2] UNIV WATERLOO, DEPT MANAGEMENT SCI, WATERLOO, ON N2L 3G1, CANADA

来源：

SIAM REVIEW | 1995年 / 37卷 / 02期

关键词：

OPTIMAL CONTROL; CALCULUS OF VARIATIONS; MAXIMUM PRINCIPLES; STATE CONSTRAINTS; CONTROL CONSTRAINTS; MIXED CONSTRAINTS; NECESSARY CONDITIONS; SUFFICIENT CONDITIONS; JUMP CONDITIONS; ADJOINT VARIABLES;

D O I：

10.1137/1037043

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper gives a survey of the various forms of Pontryagin's maximum principle for optimal control problems with state variable inequality constraints. The relations between the different sets of optimality conditions arising in these forms are shown. Furthermore, the application of these maximum principle conditions is demonstrated by solving some illustrative examples.

引用

页码：181 / 218

页数：38

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