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A Nonsmooth Maximum Principle for Optimal Control Problems with State and Mixed Constraints-Convex Case
Published 11 Mar 2013 in math.OC | (1303.2486v1)
Abstract: Here we derive a nonsmooth maximum principle for optimal control problems with both state and mixed constraints. Crucial to our development is a convexity assumption on the "velocity set". The approach consists of applying known penalization techniques for state constraints together with recent results for mixed constrained problems.
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