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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2023 Volume 63, Number 6, Page 937 (Mi zvmmf11566)

This article is cited in 3 papers

Optimal control

On normality in optimal control problems with state constraints

D. Yu. Karamzina, F. Lobo Pereirab

a Federal Research Center Computer Science and Control of Russian Academy of Sciences, Moscow, Russia
b Research Center for Systems and Technologies (SYSTEC), University of Porto, Porto, Portugal

Abstract: A general optimal control problem with endpoint, mixed and state constraints is considered. The question of normality of the known necessary optimality conditions is investigated. Normality stands for the positiveness of the Lagrange multiplier $\lambda^0$ corresponding to the cost functional. In order to prove the normality condition, an appropriate derivative operator for the state constraints is constructed, which acts in a specific Hilbert space and has the properties of surjection and continuity.

Key words: optimal control, maximum principle, state constraints, normality.

UDC: 519.642.8

Received: 20.09.2022
Revised: 25.12.2022
Accepted: 02.02.2023

Language: English

DOI: 10.31857/S004446692306011X


 English version:
Computational Mathematics and Mathematical Physics, 2023, 63:6, 973–989

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© Steklov Math. Inst. of RAS, 2026