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Necessary conditions of optimality in the form of Unmaximized Inclusions (UI) are derived for optimal control problems with state constraints. The conditions presented here generalize earlier optimality conditions to problems that may be nonconvex. The derivation of UI-type conditions in the absence of the convexity assumption is of particular importance when deriving necessary conditions for constrained problems. We illustrate this feature by establishing, as an application, optimality conditions...
Necessary conditions of optimality in the form of
Unmaximized Inclusions (UI) are derived for optimal control
problems with state constraints. The conditions presented here
generalize earlier optimality conditions to problems that may be
nonconvex.
The derivation of UI-type conditions in the absence of the convexity assumption is of particular
importance when deriving necessary conditions for constrained
problems. We illustrate this feature by establishing, as an
application, optimality conditions...
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