A variant of nonsmooth maximum principle for state constrained problems
From MaRDI portal
Abstract: We derive a variant of the nonsmooth maximum principle for problems with pure state constraints. The interest of our result resides on the nonsmoothness itself since, when applied to smooth problems, it coincides with known results. Remarkably, in the normal form, our result has the special feature of being a sufficient optimality condition for linearconvex problems, a feature that the classical Pontryagin maximum principle had whereas the nonsmooth version had not. This work is distinct to previous work in the literature since, for state constrained problems, we add the Weierstrass conditions to adjoint inclusions using the joint subdifferentials with respect to the state and the control. Our proofs use old techniques developed in [16], while appealing to new results in [7].
This page was built for publication: A variant of nonsmooth maximum principle for state constrained problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6240375)
