带状态约束的最优控制问题的非退化必要条件:积分型约束限定

S. Lopes, F. Fontes
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引用次数: 2

摘要

最优性必要条件(NCO)的主要目的是在所有可接受的解决方案中确定一个“小”的最小化候选集。然而,对于某些具有状态约束的最优控制问题,可能会出现所有允许解的集合与满足NCO的候选集合重合的情况。这种现象被称为退化现象,有一些文献提出了更强形式的非政府组织,可以在这种情况下提供信息:所谓的非退化非政府组织。这里提出的非简并NCO在不同的假设集和积分型的约束条件下是有效的,与以前的一些文献相比,积分型的约束条件更容易验证。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Nondegenerate necessary conditions for optimal control problem with state constraints: Integral-type constraint qualification
The main purpose of necessary conditions of optimality (NCO) is to identify a `small' set of candidates to minimizers among the overall set of admissible solutions. However, for certain optimal control problems with state constraints, it might happen that the set of all admissible solutions coincides with the set of candidates satisfying the NCO. This phenomenon is known as the degeneracy phenomenon and there has been some literature proposing stronger forms of NCO that can be informative in such cases: the so-called nondegenerate NCO. The nondegenerate NCO proposed here are valid under a different set of hypothesis and under a constraint qualification of an integral-type that, in relation to some previous literature, is easier to verify.
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