• Title/Summary/Keyword: Fermat's rule

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NECESSARY CONDITIONS FOR OPTIMAL CONTROL PROBLEM UNDER STATE CONSTRAINTS

  • KIM KYUNG-EUNG
    • Journal of the Korean Mathematical Society
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    • v.42 no.1
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    • pp.17-35
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    • 2005
  • Necessary conditions for a deterministic optimal control problem which involves states constraints are derived in the form of a maximum principle. The conditions are similar to those of F.H. Clarke, R.B. Vinter and G. Pappas who assume that the problem's data are Lipschitz. On the other hand, our data are not continuously differentiable but only differentiable. Fermat's rule and Rockafellar's duality theory of convex analysis are the basic techniques in this paper.

OPTIMAL CONDITIONS FOR ENDPOINT CONSTRAINED OPTIMAL CONTROL

  • Kim, Kyung-Eung
    • Bulletin of the Korean Mathematical Society
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    • v.45 no.3
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    • pp.563-571
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    • 2008
  • 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.