PONTRYAGIN PRINCIPLE AND ENVELOPE THEOREM

Joël Blot (1) , Hasan Yilmaz (1)

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

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.

Mots clés: Mathematical Subject Classification 2010: 49K15; 90C31; 49J50 Pontryagin maximum principle; piecewise continuous functions; Envelope Theorem

Domaines: Optimisation et contrôle [math.OC]

Joël Blot, Hasan Yilmaz. PONTRYAGIN PRINCIPLE AND ENVELOPE THEOREM. 2022. ⟨hal-03704762⟩