论文标题
Pontryagin的最大原理对于有界过程和状态限制的无限视野最佳控制问题
Pontryagin's Maximum Principle for Infinite Horizon Optimal Control Problems with Bounded Processes and with State Constraints
论文作者
论文摘要
本文涉及一类无限的地平线最佳控制问题,并具有状态约束。通过将针的变化方法扩展到无限的地平线案例,我们获得了一组完整的必要最佳条件,用于以pontryagin最大原理的形式进行强的局部最小化器以及无穷大的几个横向条件的有效性。为此,我们在无穷大融合的连续功能的空间中开发了一种方法。考虑因素,包括有关最佳和横向条件的新结果,在连续函数的Banach空间,针变方法以及在无限时间范围内的状态限制问题上的问题。
This paper concerns a class of infinite horizon optimal control problems with state constraints. By extending the needle variation method to the infinite horizon case we obtain a complete set of necessary optimality conditions for a strong local minimizer in form of the Pontryagin maximum principle and the validity of several transversality conditions at infinity. To this purpose, we develop an approach in the space of continuous functions converging at infinity. The considerations including new results on optimality and transversality conditions, on Banach spaces of continuous functions, on the needle variation method and on problems with state constraints on the unbounded time horizon.