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.

Bibliographic Details
Main Authors: Adam Korytowski, Maciej Szymkat
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Games
Subjects:
Online Access:https://www.mdpi.com/2073-4336/12/1/9
Description
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.
ISSN:2073-4336