学术探索
学术期刊
新闻热点
数据分析
智能评审

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
收藏
页码：181 / 218
页数：38
相关论文
共 154 条
[71]   THE ADJOINT ARC IN NONSMOOTH OPTIMIZATION [J].
LOEWEN, PD ;
ROCKAFELLAR, RT .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1991, 325 (01) :39-72
[72]  
MACKENROTH U, 1982, Z ANGEW MATH MECH, V62, pT373
[73]   OPTIMAL CONTROL PROBLEMS WITH MIXED CONTROL-PHASE VARIABLE EQUALITY AND INEQUALITY CONSTRAINTS [J].
MAKOWSKI, K ;
NEUSTADT, LW .
SIAM JOURNAL ON CONTROL, 1974, 12 (02) :184-228
[74]  
Malek-Zavarei M., 1987, Time-delay systems: analysis, optimization and applications
[75]  
Maruyama Y., 1990, Bulletin of Informatics and Cybernetics, V24, P53
[76]   APPLICATION OF MULTIPLE SHOOTING TO NUMERICAL-SOLUTION OF OPTIMAL CONTROL PROBLEMS WITH BOUNDED STATE VARIABLES [J].
MAURER, H ;
GILLESSEN, W .
COMPUTING, 1975, 15 (02) :105-126
[77]   THE NONLINEAR BEAM VIA OPTIMAL-CONTROL WITH BOUNDED STATE VARIABLES [J].
MAURER, H ;
MITTELMANN, HD .
OPTIMAL CONTROL APPLICATIONS & METHODS, 1991, 12 (01) :19-31
[78]   DIFFERENTIAL STABILITY IN OPTIMAL-CONTROL PROBLEMS [J].
MAURER, H .
APPLIED MATHEMATICS AND OPTIMIZATION, 1979, 5 (04) :283-295
[79]   NUMERICAL-SOLUTION OF A DRUG DISPLACEMENT PROBLEM WITH BOUNDED STATE VARIABLES [J].
MAURER, H ;
WIEGAND, M .
OPTIMAL CONTROL APPLICATIONS & METHODS, 1992, 13 (01) :43-55
[80]   OPTIMAL-CONTROL PROBLEMS WITH BOUNDED STATE VARIABLES AND CONTROL APPEARING LINEARLY [J].
MAURER, H .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (03) :345-362
3456789101112