A general theorem on necessary conditions in optimal control

DOI10.3934/DCDS.2011.29.485MaRDI QIDQ632313zbMATH OpenOpenAlexFDO

Authors F. H. Clarke

Publication date 15 March 2011

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/dcds.2011.29.485

zbMATH Keywords

necessary conditionsnonsmooth analysisoptimal control

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems involving relations other than differential equations (49K21)

Review text

The author gives a relatively short and self-contained proof of a theorem that presents necessary conditions for a general optimal control problem. It has been shown that this theorem, which is simple to state, provides a powerful template from which necessary conditions for various other problems in dynamic optimization can be directly derived, at the level of the state of the art. These include various extensions of Pontryagin's maximum principle and the multiplier rule.

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Cited in

(5)

• Improved sensitivity relations in state constrained optimal control
• Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
• VALUE FUNCTION AND OPTIMALITY CONDITIONS
• A general multiplier rule
• Ironing without control

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