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arXiv · 1303.2486

A Nonsmooth Maximum Principle for Optimal Control Problems with State and Mixed Constraints-Convex Case

Md. Haider Ali Biswas·Maria do Rosario de Pinho
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Abstract

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known penalization techniques for state constraints together with recent results for mixed constrained problems.

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Md. Haider Ali Biswas, Maria do Rosario de Pinho. 2013-03-11. A Nonsmooth Maximum Principle for Optimal Control Problems with State and Mixed Constraints-Convex Case. https://arxiv.org/abs/1303.2486

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