Optimal solutions to differential inclusions in presence of state constraints (Q797825): Difference between revisions

Necessary conditions in terms of the Hamiltonian are given for optimal solutions to the differential inclusion problem when state constraints are present. This result extends a result of Clarke for the unconstrained problem. The data are nonsmooth, nonlinear, nonconvex. The method incorporates the state constraint in the cost functional as a penalty term for the sequence of unconstrained problems that approximate our problem. An application of Ekeland's variational principle, the known necessary conditions for the auxiliary problems, and a limiting process provide the necessary conditions.