Discovery of the Maximum Principle for the needs of optimal control and its subsequent development give a classical example of a theory, which initially emerged as an effective device for solving a purely engineering problem not amenable by existing methods, and eventually developed into a mathematical theory of major significance. I present a short history of the discovery of the Maximum Princ...

In this paper, the authors study an optimal control problem for quasilinear elliptic PDEs with pointwise state constraints. Weak and strong optimality conditions of Pontryagin maximum principle type are derived. In proving these results, we penalized the state constraints and respectively use the Ekeland variational principle and an exact penalization method. In this paper, our aim is to prove ...

This paper studies the rst order necessary conditions for the optimal controls of semilinear and quasilinear parabolic partial di erential equations with pointwise state constraints. Pontryagin type maximum principle is obtained.

We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of optimal trajectories, and the answer to it is crucial for closing the gap between the conditions arising in the existence theory and necessary optimality condit...

Topics considered here include: examples of optimal control problems; dynamic programming and the Hamilton-Jacobi-Bellman equation; verification theorems; the Pontryagin Maximum Principle Principle. The examples include many with an economic flavor, but others too (including the Hopf-Lax solution formula for ut + H(Du) = 0 with H convex). There’s much more here than we’ll have time to do in lec...

This paper investigates the necessary conditions of optimality for uniformly overtaking optimal control on infinite horizon with free right endpoint. Clarke’s form of the Pontryagin Maximum Principle is proved without the assumption on boundedness of total variation of adjoint variable. The transversality condition for adjoint variable is shown to become necessary if the adjoint variable is par...

We provide an improvement of the maximum principle Pontryagin Optimal Control problems. establish differentiability properties value function problems with assumptions as low possible. Notably, we lighten by using G\^ateaux and Hadamard differentials.