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OPTIMAL CONDITIONS FOR ENDPOINT CONSTRAINED OPTIMAL CONTROL
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 Title & Authors
OPTIMAL CONDITIONS FOR ENDPOINT CONSTRAINED OPTIMAL CONTROL
Kim, Kyung-Eung;
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 Abstract
We deduce the necessary conditions for the optimality of endpoint constrained optimal control problem. These conditions comprise the adjoint equation, the maximum principle and the transversality condition. We assume that the cost function is merely differentiable. Therefore the technique under Lipschitz continuity hypothesis is not directly applicable. We introduce Fermat`s rule and value function technique to obtain the results.
 Keywords
necessary conditions for optimal control;value function;endpoints constraint;Fermat`s rule;limiting normal;limiting subdifferential;
 Language
English
 Cited by
 References
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