A Maximum Principle for Optimal Processes with Discontinuous Trajectories

Richard Vinter, Фернандо Лобо Перейра · SIAM Journal on Control and Optimization · 1988

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.

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