A Weak Maximum Principle for Optimal Control Problems with Nonsmooth Mixed Constraints

A Weak Maximum Principle for Optimal Control Problems with Nonsmooth Mixed Constraints

We derive a weak Maximum Principle for nonsmooth optimal control problem involving mixed constraints under some convexity assumptions. Notably we consider problems with possibly nonsmooth mixed constraints. A nonsmooth version of the positive linear independence of the gradients with respect to the...

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Veröffentlicht in:Set-Valued and Variational Analysis 2009, Vol.17 (2), p.203-221
Hauptverfasser: de Pinho, M. d. R., Loewen, P., Silva, G. N.
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Mathematics
Mathematics and Statistics
Optimization
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Zusammenfassung:We derive a weak Maximum Principle for nonsmooth optimal control problem involving mixed constraints under some convexity assumptions. Notably we consider problems with possibly nonsmooth mixed constraints. A nonsmooth version of the positive linear independence of the gradients with respect to the control of the mixed constraints plays a key role in validation of our main result.
ISSN:1877-0533
1572-932X
1877-0541
DOI:10.1007/s11228-009-0108-1