Weak maximum principle for optimal control problems of nonsmooth systems

Weak maximum principle for optimal control problems of nonsmooth systems

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Article ID: iaor20118797
Volume: 218
Issue: 3
Start Page Number: 805
End Page Number: 808
Publication Date: Oct 2011
Journal: Applied Mathematics and Computation
Authors:
Keywords: optimization
Abstract:

In this paper, by considering vector‐valued maximum type functions satisfying Lipschitz condition, and optimal control systems with continuous‐time which is governed by systems of ordinary differential equation, we derive results similar to Pontryagin’s maximum principle and properties concerning the generalized Jacobian set for optimal control problems of these systems.

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