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On relations of the adjoint state to the value function for optimal control problems with state constraints
Authors:Hélène Frankowska  Marco Mazzola
Institution:1. CNRS and Institut de Mathématiques de Jussieu, Université Pierre et Marie Curie, case 247, 4 place Jussieu, 75252, Paris, France
2. Institut de Mathématiques de Jussieu, Université Pierreet Marie Curie, case 247, 4 place Jussieu, 75252, Paris, France
Abstract:We consider an optimal control problem under state constraints and show that to every optimal solution corresponds an adjoint state satisfying the first order necessary optimality conditions in the form of a maximum principle and sensitivity relations involving the value function. Such sensitivity relations were recently investigated by P. Bettiol and R.B. Vinter for state constraints with smooth boundary. In the difference with their work, our setting concerns differential inclusions and nonsmooth state constraints. To obtain our result we derive neighboring feasible trajectory estimates using a novel generalization of the so-called inward pointing condition.
Keywords:
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