2000 character limit reached
Pontryagin principle and envelope theorem (2206.13313v1)
Published 27 Jun 2022 in math.OC
Abstract: We provide an improvement of the maximum principle of Pontryagin of the Optimal Control problems. We establish differentiability properties of the value function of problems of Optimal Control with assumptions as low as possible. Notably, we lighten the assumptions by using G^ateaux and Hadamard differentials.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.