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Sufficient conditions for optimality in problems with state constraints

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Abstract

In this paper the sufficient conditions for optimality are obtained for problems with state constraints. These constraints may be active. It means that the adjoint function may have points of discontinuity or jumps. Similar results in the case of absolutely continuous adjoint function were given by the author in [1] and [2].

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References

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Communicated by L. S. Pontryagin

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Blagodatskikh, V.I. Sufficient conditions for optimality in problems with state constraints. Appl Math Optim 7, 149–157 (1981). https://doi.org/10.1007/BF01442113

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  • DOI: https://doi.org/10.1007/BF01442113

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