Pontryagin type conditions for differential inclusions with free time (Q1191659): Difference between revisions

The following free-time optimization problem with state constraints is considered: minimize \(g(a,x(a),b,x(b))\) over arcs satisfying \(x'(t)\in F(t,x(t))\), for almost all \(t\in[a,b]\), \((a,x(a),b,x(b))\in S\), \(h(t,x(t))\leq 0\), \(t\in [a,b]\cap J\). For this problem optimality conditions of Pontryagin type are given. Since it is assumed that \(F\) is only measurable in time, standard reduction of the problem with free endtimes to a fixed endtime problem is not possible. Applying a free-time Hamiltonian inclusion necessary conditions and Pontryagin type conditions are derived.