[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.4134/BKMS.2008.45.3.563

OPTIMAL CONDITIONS FOR ENDPOINT CONSTRAINED OPTIMAL CONTROL

Kim, Kyung-Eung (DEPARTMENT OF MATHEMATICS SCHOOL OF THE LIBERAL ARTS SEOUL NATIONAL UNIVERSITY OF TECHNOLOGY)

Publication Information

Bulletin of the Korean Mathematical Society / v.45, no.3, 2008 , pp. 563-571 More about this Journal

Abstract

We deduce the necessary conditions for the optimality of endpoint constrained optimal control problem. These conditions comprise the adjoint equation, the maximum principle and the transversality condition. We assume that the cost function is merely differentiable. Therefore the technique under Lipschitz continuity hypothesis is not directly applicable. We introduce Fermat's rule and value function technique to obtain the results.

Keywords

necessary conditions for optimal control; value function; endpoints constraint; Fermat's rule; limiting normal; limiting subdifferential;

Citations & Related Records

Times Cited By KSCI : 1 (Citation Analysis)
Times Cited By Web Of Science : 0 (Related Records In Web of Science)
Times Cited By SCOPUS : 0

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