A Nondegenerate Maximum Principle for the Impulse Control Problem with State Constraints
Aram Vladimirovich Arutyunov, Dmitry Yu. Karamzin, Фернандо Лобо Перейра · SIAM Journal on Control and Optimization · 2005
In this article, a free-time impulsive control problem with state constraints and equality and inequality constraints on the trajectory endpoints is considered. A weakened maximum principle is obtained for problems with data measurable in the time variable, being the time transversality conditions deduced with the help of some extra convexity assumption on the state constraints. In the case of smooth problems a nondegenerate maximum principle is derived by using a penalty function method.