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First order necessary conditions are presented for constrained, nonsmooth optimal control problems, which improve on available conditions in a number of respects. Most notably, they extend for the first time the 'stratified necessary conditions' framework of F. H. Clarke, to allow for both pure state constraints and mixed state and control constraints. They imply, as a special case, a Pontryagin-type Maximum Principle and a generalization of the Euler-Lagrange equation of the Calculus of Variations. |
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