The Maximum Principle for a Differential Inclusion Problem

Frankowska, H. (1984). The Maximum Principle for a Differential Inclusion Problem. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-012

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In this report, the Pontryagin principle is extended to optimal control problems with feedbacks (i.e., in which the controls depend upon the state). New techniques of non-smooth analysis (asymptotic derivatives of set-valued maps and functions) are used to prove this principle for problems with finite and infinite horizons.

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

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