Joël Blot, Hasan Yilmaz, Pontryagin principle and envelope theorem, Vol. 2022 (2022), Article ID 22, pp. 1-27

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DOI: 10.23952/cot.2022.22

Received June 27, 2022; Accepted September 14, 2022; Published November 9, 2022

 

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

 

How to Cite this Article:
J. Blot, H. Yilmaz, Pontryagin principle and envelope theorem, Commun. Optim. Theory 2022 (2022) 22.