Displaying similar documents to “Piecewise C 2 viscosity solutions for stochastic singular control.”

Optimality Conditions for a Nonlinear Boundary Value Problem Using Nonsmooth Analysis

Mohamed Akkouchi, Abdellah Bounabat, Manfred Goebel (2003)

Annales mathématiques Blaise Pascal

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We study in this paper a Lipschitz control problem associated to a semilinear second order ordinary differential equation with pointwise state constraints. The control acts as a coefficient of the state equation. The nonlinear part of the equation is governed by a Nemytskij operator defined by a Lipschitzian but possibly nonsmooth function. We prove the existence of optimal controls and obtain a necessary optimality conditions looking somehow to the Pontryagin’s maximum principle. These...