Average cost minimization problems subject to state constraints
The authors establish necessary optimality conditions for a class of optimal control problems associated with a quite general first-order vector ordinary differential equation and subject to certain right endpoint and state constraints, where a kind of uncertainty is present in the dynamics, the constraints and the cost functional. The uncertainty comes from certain unknown parameters which belong to a complete separable metric space. The cost functional is the average (that is, the integral) of a given endpoint cost function with respect to a probability measure defined on the involved metric space.
scientific article; zbMATH DE number 7878646