Necessary Optimality Conditions for a Class of Control Problems with State Constraint

Adam Korytowski and Maciej Szymkat
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Adam Korytowski: Faculty of Electrical Engineering, Automatics, Computer Science and Biomedical Engineering, AGH University of Science and Technology, al. Mickiewicza 30, 30-059 Kraków, Poland
Maciej Szymkat: Faculty of Electrical Engineering, Automatics, Computer Science and Biomedical Engineering, AGH University of Science and Technology, al. Mickiewicza 30, 30-059 Kraków, Poland

Games, 2021, vol. 12, issue 1, 1-22

Abstract: 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.

Keywords: optimal control; state constraint; necessary optimality conditions (search for similar items in EconPapers)
JEL-codes: C C7 C70 C71 C72 C73 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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