A note on the value function for constrained control problems

摘要

We consider the Mayer optimal control problem with dynamics given by a nonconvex differential inclusion, whose trajectories are constrained to a given set and we obtain a relation between the costate function that appears in the maximum principle and the value function. This relation extends the known conditions existing in the literature for unconstrained problems to those for problems under state constraints. (c) 2005 Elsevier B.V. All rights reserved.