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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2021 Volume 315, Pages 34–63 (Mi tm4247)

This article is cited in 2 papers

Refined Euler–Lagrange Inclusion for an Optimal Control Problem with Discontinuous Integrand

S. M. Aseevab

a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University

Abstract: We study a free-time optimal control problem for a differential inclusion with mixed-type functional in which the integral term contains the characteristic function of a given open set of “undesirable” states of the system. The statement of this problem can be viewed as a weakening of the statement of the classical optimal control problem with state constraints. Using the approximation method, we obtain first-order necessary optimality conditions in the form of the refined Euler–Lagrange inclusion. We also present sufficient conditions for their nondegeneracy and pointwise nontriviality and give an illustrative example.

Keywords: optimal control, differential inclusion, Pontryagin's maximum principle, refined Euler–Lagrange inclusion, state constraint, discontinuous integrand, risk zone.

UDC: 517.977

Received: August 30, 2021
Revised: September 26, 2021
Accepted: October 1, 2021

DOI: 10.4213/tm4247


 English version:
Proceedings of the Steklov Institute of Mathematics, 2021, 315, 27–55

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© Steklov Math. Inst. of RAS, 2025