SOME GEOMETRIC ASPECTS OF OPTIMAL CONTROL PROBLEMS WITH STATE INEQUALITY CONSTRAINTS.

Abstract

This thesis deals with the investigation of geometric aspects of optimal control problems with state inequality constraints. An 'unrestricted' maximum principle is derived, whose associated adjoint equation possesses a solution which is continuous, except under special circumstances, even at junction points of an optimal trajectory with the state boundary. This result is shown to be valid under the assumption of regularity (in the sense of Pontryagin) as well as for certain non-regular problems. The relation between the 'unrestricted' maximum principle and the restricted one of Pontryagin is demonstrated. This investigation is based on the geometric notions introduced by Blaquiere and Leitmann and constitutes an extension of their work to problems with state variable inequality constraints. This geometric approach is contrasted with the approach of Dynamic Programming. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1965
Accession Number
AD0619533

Entities

People

  • K. V. Saunders

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Computer Programming
  • Dynamic Programming
  • Equations
  • Inequalities
  • Mathematics
  • Trajectories

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.