A Survey of the Maximum Principles for Optimal Control Problems with State Constraints

This paper gives a survey of the various forms of Pontryagin's maximum principle for optimal control problems with state variable inequality constraints. The relations between the different sets of optimality conditions arising in these forms are shown. Furthermore, the application of these maximum principle conditions is demonstrated by solving some illustrative examples

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Year of publication:	[2017]
Authors:	Hartl, R. F.
Other Persons:	Sethi, Suresh (contributor) ; Vickson, Raymond (contributor)
Publisher:	[2017]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (38 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: SIAM Review, Vol. 37,No. 2, pp. 181-218, 1995
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012746799