Characterizations of Optimal Trajectories for Nonconvex Control Systems under State Constraints

M. Tamzali-Lafond
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M. Tamzali-Lafond: Université Paris Dauphine

Journal of Optimization Theory and Applications, 2005, vol. 125, issue 3, No 11, 697-721

Abstract: Abstract We consider an optimal control problem for a nonconvex control system under state constraints and the associated value function, which in general is not differentiable. We provide some characterizations of optimal trajectories using contingent derivatives. For this aim, we derive a costate satisfying the adjoint equation, the maximum principle, and a transversality condition linked to the superdifferential of the value function.

Keywords: Adjoint equations; maximum principle; value functions; Hamiltonian; state constraints (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10957-005-2097-z

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