Email this article THE CONTINUITY OF THE MEASURE LAGRANGE-MULTIPLIER FROM THE MAXIMUM PRINCIPLE FOR AN OPTIMAL CONTROL PROBLEM WITH EQUALITY AND INEQUALITY STATE CONSTRAINTS UNDER WEAK REGULARITY CONDITIONS OF THE EXTREMAL PROCESS
- Authors: Gorbacheva A.V.1
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Affiliations:
- Russian State Social University
- Issue: Vol 21, No 1 (2016)
- Pages: 28-39
- Section: Articles
- URL: https://ogarev-online.ru/2686-9667/article/view/362907
- DOI: https://doi.org/10.20310/1810-0198-2016-21-1-28-39
- ID: 362907
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Abstract
Under weak regularity assumptions, the continuity of the measure Lagrange multiplier from the maximum principle for control problems with state constraints of equality and inequality types is investigated. Appropriate assertions are proved.
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About the authors
Anna Viktorovna Gorbacheva
Russian State Social University
Email: avgorbacheva@inbox.ru
Lecturer of the Applied Mathematics Department Moscow, the Russian Federation
References
Горбачева А.В., Карамзин Д.Ю. Уточнение условий оптимальности в задачах управления с фазовыми ограничениями типа равенств и неравенств // Вестник Тамбовского университета. Серия Естественные и технические науки. Тамбов, 2016. Т. 21. Вып. 1. С. 40-55. Arutyunov A.V., Karamzin D.Yu. On some continuity properties of the measure Lagrange multiplier from the maximum principle for state constrained problems // SIAM J. Control Optim. V. 53. № 4. P. 2514-2540. Arutyunov A.V., Karamzin D.Yu., Pereira F.L. The Maximum Principle for Optimal Control Problems with State Constraints by R.V. Gamkrelidze: Revisited // J. Optim. Theory Appl, 2011. V. 149. P. 474-493. Arutyunov A.V., Karamzin D.Yu. Non-degenerate necessary optimality conditions for the optimal control problem with equality-type state constraints // J. Glob. Optim., 2015. P. 1-25. Захаров Е.В., Карамзин Д.Ю. К исследованию условий непрерывности меры-множителя Лагранжа в задачах с фазовыми ограничениями // Дифференциальные уравнения, 2015. Т. 51. № 3. С. 395-401.
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