A Generalization of Michel’s Result on the Pontryagin Maximum Principle

Joël Blot () and Hasan Yilmaz ()
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Joël Blot: Université Paris 1 - Panthéon Sorbonne
Hasan Yilmaz: Université Paris Diderot

Journal of Optimization Theory and Applications, 2019, vol. 183, issue 3, No 2, 792-812

Abstract: Abstract We provide an improvement of the maximum principle of Pontryagin of the optimal control problems, for a system governed by an ordinary differential equation, in the presence of final constraints, in the setting of the piecewise continuously differentiable state functions (valued in a Banach space) and of piecewise continuous control functions (valued in a metric space). As Michel, we use the needlelike variations, but we introduce tools of functional analysis and a recent multiplier rule of the static optimization to make our proofs.

Keywords: Pontryagin maximum principle; Piecewise continuous functions; Fixed point theorem; 49K15; 47H10 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10957-019-01587-8

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