A Maximum Principle for Optimal Processes with Discontinuous Trajectories
Authors:
- R. B. VinterRVR. B. Vinter
- F. M. F. L. PereiraFPF. M. F. L. Pereira
- 1 January 1988
- journal article
- research article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 26 (1) , 205-229
Abstract
A Maximum Principle is proved which governs solutions to dynamic optimization problems in which the controls driving the system may be impulsive and give rise to discontinuous trajectories. The approach, which involves approximating the problem by a conventional one and using Ekeland’s theorem, is new. It permits us to weaken very considerably the hypotheses under which Maximum Principles for such problems have previously been proved.Keywords
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