arXiv Open Access 2022

Pontryagin principle and envelope theorem

Joël Blot Hasan Yilmaz

Lihat Sumber

Abstrak

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.

Topik & Kata Kunci

math.OC

Penulis (2)

Joël Blot

Hasan Yilmaz

Format Sitasi

APA MLA BibTeX

Blot, J., Yilmaz, H. (2022). Pontryagin principle and envelope theorem. https://arxiv.org/abs/2206.13313

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Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓