A weak maximum principle for optimal control problems with mixed constraints under a constant rank condition
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2020-09-01
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Necessary optimality conditions for optimal control problems with mixed state-control equality constraints are obtained. The necessary conditions are given in the form of a weak maximum principle and are obtained under (i) a new regularity condition for problems with mixed linear equality constraints and (ii) a constant rank type condition for the general non-linear case. Some instances of problems with equality and inequality constraints are also covered. Illustrative examples are presented.
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IMA Journal of Mathematical Control and Information, v. 37, n. 3, p. 1021-1047, 2020.