This article is cited in 6 papers

Necessary extremum conditions in the optimal control problem with state constraints

D. Yu. Karamzin

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia

Abstract: The optimal control problem with state constraints is examined. An alternative to the available approaches to the study of this problem is proposed. The maximum principle and second-order necessary conditions are proved.

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

UDC: 519.626.2

Received: 11.10.2005

 English version: Computational Mathematics and Mathematical Physics, 2007, 47:7, 1073–1100

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