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Optimal control systems with state variable jump discontinuities

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Abstract

Consideration is given to continuous-time, parameter-dependent optimal control problems with state-variable jump discontinuities atN variable interior times. A maximum principle involving known costate jump conditions is stated and is proved by transforming the problem into a standard Mayer control problem. An illustrative example for fisheries management is included.

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Communicated by G. Leitmann

This work was partially supported by a grant from Control Data. The authors are grateful to Professor T. L. Vincent for drawing their attention to Refs. 4–6 listed below.

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Getz, W.M., Martin, D.H. Optimal control systems with state variable jump discontinuities. J Optim Theory Appl 31, 195–205 (1980). https://doi.org/10.1007/BF00934110

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