A Weak Maximum Principle for Optimal Control Problems with Nonsmooth Mixed Constraints
Set-valued and Variational Analysis. Dordrecht: Springer, v. 17, n. 2, p. 203-221, 2009.
Univ British Columbia
Universidade Estadual Paulista (Unesp)
We derive a weak Maximum Principle for nonsmooth optimal control problem involving mixed constraints under some convexity assumptions. Notably we consider problems with possibly nonsmooth mixed constraints. A nonsmooth version of the positive linear independence of the gradients with respect to the control of the mixed constraints plays a key role in validation of our main result.