受状态约束的平均成本最小化问题

IF 2.2 2区数学 Q2 AUTOMATION & CONTROL SYSTEMS

SIAM Journal on Control and Optimization Pub Date : 2024-06-26 DOI:10.1137/23m1558124

Piernicola Bettiol, Nathalie Khalil

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引用次数: 0

摘要

SIAM 控制与优化期刊》第 62 卷第 3 期第 1884-1907 页，2024 年 6 月。摘要在本文中，我们考虑了路径状态约束最优控制问题，在这些问题中，未知参数介入了动力学、成本、终点约束和状态约束。要最小化的成本准则是一个给定终点成本函数的积分形式，它与一个定义在未知参数集合上的参考概率度量有关。对于这类问题，我们推导出了必要的最优条件。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Average Cost Minimization Problems Subject to State Constraints

SIAM Journal on Control and Optimization, Volume 62, Issue 3, Page 1884-1907, June 2024.
Abstract. In this paper we consider pathwise state constraint optimal control problems in which unknown parameters intervene in the dynamics, the cost, the endpoint constraint, and the state constraint. The cost criteria to minimize take an integral form of a given endpoint cost function with respect to a reference probability measure that is defined on the set of the unknown parameters. For this class of problems we derive necessary optimality conditions.

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来源期刊

SIAM Journal on Control and Optimization 数学-应用数学

CiteScore

4.00

自引率

4.50%

发文量

143

审稿时长

12 months

期刊介绍： SIAM Journal on Control and Optimization (SICON) publishes original research articles on the mathematics and applications of control theory and certain parts of optimization theory. Papers considered for publication must be significant at both the mathematical level and the level of applications or potential applications. Papers containing mostly routine mathematics or those with no discernible connection to control and systems theory or optimization will not be considered for publication. From time to time, the journal will also publish authoritative surveys of important subject areas in control theory and optimization whose level of maturity permits a clear and unified exposition. The broad areas mentioned above are intended to encompass a wide range of mathematical techniques and scientific, engineering, economic, and industrial applications. These include stochastic and deterministic methods in control, estimation, and identification of systems; modeling and realization of complex control systems; the numerical analysis and related computational methodology of control processes and allied issues; and the development of mathematical theories and techniques that give new insights into old problems or provide the basis for further progress in control theory and optimization. Within the field of optimization, the journal focuses on the parts that are relevant to dynamic and control systems. Contributions to numerical methodology are also welcome in accordance with these aims, especially as related to large-scale problems and decomposition as well as to fundamental questions of convergence and approximation.