A necessary and sufficient condition for non-smooth linear-state optimal control problems

David Martimort and Lars Stole

MPRA Paper from University Library of Munich, Germany

Abstract: We present a set of necessary and sufficient conditions for a class of optimal control problems with pure state constraints for which the objective function is linear in the state variable but the objective function is otherwise only restricted to be upper semicontinuous in the control variable.

Keywords: Optimal control; non-smooth optimization; convex analysis (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Date: 2009-10
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:32887

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