| EPSRC Reference: |
GR/J85172/01 |
| Title: |
CONSTRAINED NONLINEAR OPTMAL CONTROL |
| Principal Investigator: |
Vinter, Professor RB |
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| Department: |
Electrical and Electronic Engineering |
| Organisation: |
Imperial College London |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 September 1994 |
Ends: |
31 August 1997 |
Value (£): |
104,066
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| EPSRC Research Topic Classifications: |
| Non-linear Systems Mathematics |
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Summary on Grant Application Form |
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We study nonlinear optimal control problems with constraints, for which currently available techniques of analysis supply no, or insufficient, information about optimal controls. New necessary conditions of optimality and conditions of dynamic programming type will be derived. Two outstanding problems relating to necessary conditions for optimal control problems with pathwise state constraints will be addressed. The first is to derive a nondegenerate maximum principle covering problems for which initial data on the state trajectories lies in the state constraint set boundary. The second is to derive necessary conditions, of an unrestrictive nature, for problems with mixed pathwise state and control constraints. Recently developed nonsmooth variational techniques will be used. Work in dynamic programming will be aimed at characterising the value function for problems with endpoint and pathwise state constraints as unique `generalised' solutions to the Hamiltonian Jacobi Bellman equation. New constructive techniques based on a study of `viable' trajectories to differential inclusions will be used to overcome difficulties encountered by previous researchers, arising from the fact that the value function is possibly discontinuous and extended valued for such problems.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.imperial.ac.uk |