The Maximum Principle for Optimal Control Problems with State Constraints by R.V. Gamkrelidze: Revisited

The Maximum Principle for Optimal Control Problems with State Constraints by R.V. Gamkrelidze: Revisited

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Article ID: iaor20115130
Volume: 149
Issue: 3
Start Page Number: 474
End Page Number: 493
Publication Date: Jun 2011
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: control
Abstract:

A maximum principle in the form given by R.V. Gamkrelidze is obtained, although without a priori regularity assumptions to be satisfied by the optimal trajectory. After its formulation and proof, we propose various regularity concepts that guarantee, in one sense or another, the nondegeneracy of the maximum principle. Finally, we show how the already known first‐order necessary conditions can be deduced from the proposed theorem.

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