Abstract
This paper extends the Pontryagin maximum principle to allow for a finite number of corners, i.e., allowing for any finite number of discontinuities of the first derivatives with respect to the state variables. These corners are shown to raise the same computational difficulties caused by state constraints.
Original language | English |
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Pages (from-to) | 347-357 |
Number of pages | 11 |
Journal | Journal of Optimization Theory and Applications |
Volume | 20 |
Issue number | 3 |
DOIs | |
State | Published - Nov 1976 |
Keywords
- Optimal control
- corner points
- maximum principle
- state constraints