Necessary and Sufficient Conditions for Optimal Control Problems with Linear State, Semicontinuous Lagrangians
9 Pages Posted: 14 Feb 2014
Date Written: January 24, 2014
We present a set of necessary and sufficient conditions for a class of optimal control problems with pure state constraints for which the objective function is linear in the state variable but the objective function is otherwise only restricted to be upper semi-continuous in the control variable.
Keywords: optimal control, non-smooth optimization, convex analysis
JEL Classification: C70, D82
Suggested Citation: Suggested Citation