Arrow-type sufficient optimality conditions for nondifferentiable optimal control problems with state constraints |
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Authors: | Richard F Hartl |
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Institution: | (1) Institute for Econometrics and Operations Research, Technical University Vienna, Argentinierstraße 8, A-1040 Vienna, Austria |
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Abstract: | In this paper a class of nondifferentiable optimal control problems governed by differential inclusions and subject to state variable inequality constraints is considered. Sufficient conditions using the concavity of the maximized Hamiltonian are given. Furthermore, a counterexample is presented that shows that in the nondifferentiable case the maximum principle does not form sufficient optimality conditions if the adjoint relation is formulated in terms of the ordinary Hamiltonian rather than the maximized one. Finally, it is shown that the sufficient conditions correspond to Clarke's necessary conditions with some additional assumptions such as concavity. |
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