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Necessary extremum conditions in the optimal control problem with state constraints
Authors:D. Yu. Karamzin
Affiliation:(1) 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.
Keywords:optimal control problem  maximum principle  state constraints
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