A MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEMS WITH STATE AND MIXED CONSTRAINTS

Abstract

Here we derive a variant of the nonsmooth maximum principle for optimal control problems with both pure state and mixed state and control constraints. Our necessary conditions include a Weierstrass condition together with an Euler adjoint inclusion involving the joint subdifferentials with respect to both state and control, generalizing previous results in [M.d.R. de Pinho, M.M.A. Ferreira, F.A.C.C. Fontes, Unmaximized inclusion necessary conditions for nonconvex constrained optimal control problems. ESAIM: COCV 11 (2005) 614-632]. A notable feature is that our main results are derived combining old techniques with recent results. We use a well known penalization technique for state constrained problem together with an appeal to a recent nonsmooth maximum principle for problems with mixed constraints.