A state-constrained optimal control problem is examined whose data depends on the time variable t. It is assumed that the dependence on the time-variable is measurable. Under the additional hypothesis that the control problem is linear-convex, a maximum principle is derived whose form is based on the notion of closure with respect to measure of a measurable function.

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A Maximum Principle for a State-Constrained Optimal Control Problem Whose Data is Measurable in the Time-Variable

  • Dmitry Karamzin

摘要

A state-constrained optimal control problem is examined whose data depends on the time variable t. It is assumed that the dependence on the time-variable is measurable. Under the additional hypothesis that the control problem is linear-convex, a maximum principle is derived whose form is based on the notion of closure with respect to measure of a measurable function.