A Nonsmooth Maximum Principle for Optimal Control Problems with State and Mixed Constraints-Convex Case

Abstract

Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known penalization techniques for state constraints together with recent results for mixed constrained problems.

Published in 'Discrete and Continuous Dynamical Systems, Vol. 2011, pp. 174-183