Necessary Optimality Conditions for a Class of Control Problems with State Constraint
An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed.
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-01-01
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Series: | Games |
Subjects: | |
Online Access: | https://www.mdpi.com/2073-4336/12/1/9 |
Summary: | An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed. |
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ISSN: | 2073-4336 |