On Pontryagin's Principle for the Optimal Control of some State Equations with Memory

Then we discuss the maximization condition for optimal sampled-data controls that can be seen as an average of the weak maximization condition stated in the classical

Key-words: Optimal control; pure state and mixed control-state constraints; Pontryagin's principle; Pontryagin multipliers; second-order necessary conditions; partial relaxation..

As mentioned in Remark 3.4 , owing to the time scale theory, Theorem 3.7 represents an extension to the general time scale setting of several versions of the Pontryagin

Stochastic optimal control, maximum principle, stochastic differential delayed equation, anticipated backward differential equation, fully coupled forward-backward stochastic

In this section, we consider the case of a convex constraint on the control and prove that the optimality conditions take the form of a nonlocal version of the Pontryagin

Casas, An Extension of Pontryagin’s Principle for State Constrained Optimal Control of Semilinear Elliptic Equations and Variational Inequalities, SIAM Journal on Control

We prove a stochastic maximum principle of Pontryagin’s type for the optimal control of a stochastic partial differential equation driven by white noise in the case when the set

The aim of this paper is to prove a Verification Theorem and the existence of optimal feedback controls for a class of optimal control problems of delay differential equations