Pontryagin principle and envelope theorem

Published 27 Jun 2022 in math.OC | (2206.13313v1)

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 G^ateaux and Hadamard differentials.

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