Adjoint Differential Inclusions in Necessary Conditions for the Minimal Trajectories of Differential Inclusions

Frankowska, H. (1984). Adjoint Differential Inclusions in Necessary Conditions for the Minimal Trajectories of Differential Inclusions. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-037

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Abstract

This paper extends Pontryagin's maximum principle to differential inclusions and nonsmooth criterion functions, relying on a checkable "surjectivity property" of a "linearized set-valued system" around the optimal trajectory. As an example, Pontryagin's principle is obtained for optimal control problems with constraints on both the initial and the final states.

The research described here was undertaken within the framework of the Dynamics of Macrosystems Feasibility Study in the System and Decision Sciences Program.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: Dynamic Systems (DYN)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:55
Last Modified: 27 Aug 2021 17:12
URI: https://pure.iiasa.ac.at/2540

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