Pontryagin principle for state-constrained control problems governed by a first-order PDE system (Q5925725): Difference between revisions

The authors consider an optimal control problem governed by the first-order system in \(\Omega\subset \mathbb{R}^n\), \[ y_{lx_j}(x)= g_{lj}(x,u(x)),\quad x\in\Omega,\quad j=1,\dots, n;\quad l= 1,\dots,m, \] with additional pointwise constraints on the state \(y= (y_1,\dots, y_m)\in W^1_p(\Omega; \mathbb{R}^m)\). The control \(u= (u_1,\dots, u_r)\) takes values from a compact set. Under some regularity assumptions the maximum principle for the relaxed (via Young measures) problem is derived and additional regularity properties of the Lagrange multipliers are obtained.