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Characterizations of Optimal Trajectories for Nonconvex Control Systems under State Constraints

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Abstract

We consider an optimal control problem for a nonconvex control system under state constraints and the associated value function, which in general is not differentiable. We provide some characterizations of optimal trajectories using contingent derivatives. For this aim, we derive a costate satisfying the adjoint equation, the maximum principle, and a transversality condition linked to the superdifferential of the value function.

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Authors and Affiliations

  1. Research Assistant, Centre de Recherche Viabilité, Jeux, Contrôle, Université Paris Dauphine, Paris, France

    M. Tamzali-Lafond

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  1. M. Tamzali-Lafond
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Communicated by F. Zirilli

This paper is dedicated by the author to her children.

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Tamzali-Lafond, M. Characterizations of Optimal Trajectories for Nonconvex Control Systems under State Constraints. J Optim Theory Appl 125, 697–721 (2005). https://doi.org/10.1007/s10957-005-2097-z

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  • DOI: https://doi.org/10.1007/s10957-005-2097-z

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