Pontryagin principle and envelope theorem
Optimization and Control
2022-06-28 v1
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.
Cite
@article{arxiv.2206.13313,
title = {Pontryagin principle and envelope theorem},
author = {Joël Blot and Hasan Yilmaz},
journal= {arXiv preprint arXiv:2206.13313},
year = {2022}
}