Note on Pontryagin maximum principle with running state constraints and smooth dynamics - Proof based on the Ekeland variational principle

Loïc Bourdin (1)

1 XLIM-MATHIS - Mathématiques & Sécurité de l'information

In this note our aim is to give a proof of the Pontryagin maximum principle for a general optimal control problem with running state constraints and smooth dynamics. Our proof is based on the classical Ekeland variational principle. The main result (and its proof) of this note are not new and are already well-known in the literature. The aim of the author is only to provide a complete and detailed proof of this classical theorem in the case of smooth dynamics. If you have any remarks or questions, do not hesitate to contact the author at [e-mail].

Domaines: Optimisation et contrôle [math.OC]

Loïc Bourdin. Note on Pontryagin maximum principle with running state constraints and smooth dynamics - Proof based on the Ekeland variational principle. [0] University of Limoges, France. 2016. ⟨hal-01302222⟩