Pontryagin principle and envelope theorem
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Publication:6403262
arXiv2206.13313MaRDI QIDQ6403262FDOQ6403262
Authors: Joël Blot, Hasan Yilmaz 
Publication date: 27 June 2022
Abstract: We provide an improvement of the maximum principle of Pontryagin of the Optimal Control problems. We establish differentiability properties of the value function of problems of Optimal Control with assumptions as low as possible. Notably, we lighten the assumptions by using G^ateaux and Hadamard differentials.
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