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Preprint . 2022
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zbMATH Open
Article . 2022
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Communications in Optimization Theory
Article . 2022 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2022
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Pontryagin principle and envelope theorem

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jan 2022Embargo end date: 01 Jun 2022Publisher:Mathematical Research PressJournal:Communications in Optimization Theory, volume 2,022 (eissn: 2051-2953, Copyright policy )
Authors: Blot, Joël; Yilmaz, Hasan;

doi: 10.23952/cot.2022.22 , 10.48550/arxiv.2206.13313

arXiv: 2206.13313

Pontryagin principle and envelope theorem

Abstract

We provide an improvement of the maximum principle of Pontryagin of the Optimal Control problems. We establish differentiability properties of the value function of problems of Optimal Control with assumptions as low as possible. Notably, we lighten the assumptions by using Gâteaux and Hadamard differentials.

Keywords

envelope theorem, piecewise continuous functions, Optimization and Control (math.OC), Calculus of variations and optimal control; optimization, Pontryagin maximum principle, Systems theory; control, FOS: Mathematics, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
Green