The Experts below are selected from a list of 156 Experts worldwide ranked by ideXlab platform
M D R De Pinho - One of the best experts on this subject based on the ideXlab platform.
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an integral Type Constraint qualification to guarantee nondegeneracy of the maximum principle for optimal control problems with state Constraints
Systems & Control Letters, 2013Co-Authors: Sofia Oliveira Lopes, Fernando A. C. C. Fontes, M D R De PinhoAbstract:Abstract For optimal control problems involving ordinary differential equations and functional inequality state Constraints, the maximum principle may degenerate , producing no useful information about minimizers. This is known as the degeneracy phenomenon. Several non-degenerate forms of the maximum principle, valid under different Constraint qualifications, have been proposed in the literature. In this paper we propose a new Constraint qualification under which a nondegenerate maximum principle is validated. In contrast with existing results, our Constraint qualification is of an integral Type. An advantage of the proposed Constraint qualification is that it is verified on a larger class of problems with nonsmooth data and convex velocity sets.
Sofia Oliveira Lopes - One of the best experts on this subject based on the ideXlab platform.
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an integral Type Constraint qualification to guarantee nondegeneracy of the maximum principle for optimal control problems with state Constraints
Systems & Control Letters, 2013Co-Authors: Sofia Oliveira Lopes, Fernando A. C. C. Fontes, M D R De PinhoAbstract:Abstract For optimal control problems involving ordinary differential equations and functional inequality state Constraints, the maximum principle may degenerate , producing no useful information about minimizers. This is known as the degeneracy phenomenon. Several non-degenerate forms of the maximum principle, valid under different Constraint qualifications, have been proposed in the literature. In this paper we propose a new Constraint qualification under which a nondegenerate maximum principle is validated. In contrast with existing results, our Constraint qualification is of an integral Type. An advantage of the proposed Constraint qualification is that it is verified on a larger class of problems with nonsmooth data and convex velocity sets.
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An Integral-Type Constraint Qualification for Optimal Control Problems with State Constraints
2007Co-Authors: Sofia Oliveira Lopes, Fernando A. C. C. Fontes, Maria Do Rosário De PinhoAbstract:Standard necessary conditions of optimality (NCO) for constrained optimal control problems ‐ Maximum Principle Type conditions ‐ may fail to provide useful information to select candidates to minimizers among the overall set of admissible solutions. This phenomenon is known as the degeneracy phenomenon and there has been continuing interest in the literature in proposing stronger forms of NCO that can be informative in such cases: the so-called nondegenerate NCO. The nondegenerate NCO proposed here are valid under a dierent set of hypothesis and under a Constraint qualification of an integral-Type that, in relation to some previous literature, can be verified for more problems.
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Nondegenerate necessary conditions for optimal control problem with state Constraints: Integral-Type Constraint qualification
2007 European Control Conference (ECC), 2007Co-Authors: Sofia Oliveira Lopes, Fernando A. C. C. FontesAbstract:The main purpose of necessary conditions of optimality (NCO) is to identify a ‘small’ set of candidates to minimizers among the overall set of admissible solutions. However, for certain optimal control problems with state Constraints, it might happen that the set of all admissible solutions coincides with the set of candidates satisfying the NCO. This phenomenon is known as the degeneracy phenomenon and there has been some literature proposing stronger forms of NCO that can be informative in such cases: the so-called nondegenerate NCO. The nondegenerate NCO proposed here are valid under a different set of hypothesis and under a Constraint qualification of an integral-Type that, in relation to some previous literature, is easier to verify.
Fernando A. C. C. Fontes - One of the best experts on this subject based on the ideXlab platform.
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an integral Type Constraint qualification to guarantee nondegeneracy of the maximum principle for optimal control problems with state Constraints
Systems & Control Letters, 2013Co-Authors: Sofia Oliveira Lopes, Fernando A. C. C. Fontes, M D R De PinhoAbstract:Abstract For optimal control problems involving ordinary differential equations and functional inequality state Constraints, the maximum principle may degenerate , producing no useful information about minimizers. This is known as the degeneracy phenomenon. Several non-degenerate forms of the maximum principle, valid under different Constraint qualifications, have been proposed in the literature. In this paper we propose a new Constraint qualification under which a nondegenerate maximum principle is validated. In contrast with existing results, our Constraint qualification is of an integral Type. An advantage of the proposed Constraint qualification is that it is verified on a larger class of problems with nonsmooth data and convex velocity sets.
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An Integral-Type Constraint Qualification for Optimal Control Problems with State Constraints
2007Co-Authors: Sofia Oliveira Lopes, Fernando A. C. C. Fontes, Maria Do Rosário De PinhoAbstract:Standard necessary conditions of optimality (NCO) for constrained optimal control problems ‐ Maximum Principle Type conditions ‐ may fail to provide useful information to select candidates to minimizers among the overall set of admissible solutions. This phenomenon is known as the degeneracy phenomenon and there has been continuing interest in the literature in proposing stronger forms of NCO that can be informative in such cases: the so-called nondegenerate NCO. The nondegenerate NCO proposed here are valid under a dierent set of hypothesis and under a Constraint qualification of an integral-Type that, in relation to some previous literature, can be verified for more problems.
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Nondegenerate necessary conditions for optimal control problem with state Constraints: Integral-Type Constraint qualification
2007 European Control Conference (ECC), 2007Co-Authors: Sofia Oliveira Lopes, Fernando A. C. C. FontesAbstract:The main purpose of necessary conditions of optimality (NCO) is to identify a ‘small’ set of candidates to minimizers among the overall set of admissible solutions. However, for certain optimal control problems with state Constraints, it might happen that the set of all admissible solutions coincides with the set of candidates satisfying the NCO. This phenomenon is known as the degeneracy phenomenon and there has been some literature proposing stronger forms of NCO that can be informative in such cases: the so-called nondegenerate NCO. The nondegenerate NCO proposed here are valid under a different set of hypothesis and under a Constraint qualification of an integral-Type that, in relation to some previous literature, is easier to verify.
Michael Cantoni - One of the best experts on this subject based on the ideXlab platform.
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CDC - A game representation for state constrained linear regulator problems
2016 IEEE 55th Conference on Decision and Control (CDC), 2016Co-Authors: Peter M. Dower, William M. Mceneaney, Michael CantoniAbstract:A supremum-of-quadratics representation for a class of convex barrier-Type Constraints is developed and applied in a class of continuous time state constrained linear regulator problems. Using this representation, it is shown that any linear regulator problem constrained by such a convex barrier-Type Constraint can be equivalently formulated as an unconstrained two player linear quadratic game.
Peter M. Dower - One of the best experts on this subject based on the ideXlab platform.
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Game representations for state constrained continuous time linear regulator problems
arXiv: Optimization and Control, 2019Co-Authors: Peter M. Dower, William M. Mceneaney, Michael William CantoniAbstract:A supremum-of-quadratics representation for convex barrier-Type Constraints is developed and applied within the context of a class of continuous time state constrained linear regulator problems. Using this representation, it is shown that a linear regulator problem subjected to such a convex barrier-Type Constraint can be equivalently formulated as an unconstrained two-player linear quadratic game. By demonstrating equivalence of the upper and lower values of this game, state feedback characterizations for the optimal policies of both players are developed. These characterizations are subsequently illustrated by example.
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CDC - A game representation for state constrained linear regulator problems
2016 IEEE 55th Conference on Decision and Control (CDC), 2016Co-Authors: Peter M. Dower, William M. Mceneaney, Michael CantoniAbstract:A supremum-of-quadratics representation for a class of convex barrier-Type Constraints is developed and applied in a class of continuous time state constrained linear regulator problems. Using this representation, it is shown that any linear regulator problem constrained by such a convex barrier-Type Constraint can be equivalently formulated as an unconstrained two player linear quadratic game.
