An Euler-Lagrange inclusion for optimal control problems with state constraints

New first-order necessary conditions for optimality for control problems with pathwise state constraints are given. These conditions are a variant of a nonsmooth maximum principle which includes a joint subdifferential of the Hamiltonian - a condition called Euler-Lagrange inclusion (ELI). The main...

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Bibliographic Details
Main Author: Maria do Rosário de Pinho (author)
Other Authors: Maria Margarida Ferreira (author), Fernando Fontes (author)
Format: article
Language:eng
Published: 2002
Subjects:
Online Access:https://hdl.handle.net/10216/92363
Country:Portugal
Oai:oai:repositorio-aberto.up.pt:10216/92363