Maximum principle for optimal control problems with intermediate constraints

Abstract

We consider optimal control problems with constraints at intermediate points of the trajectory. A natural technique (propagation of phase and control variables) is applied to reduce these problems to a standard optimal control problem of Pontryagin type with equality and inequality constraints at the trajectory endpoints. In this way we derive necessary optimality conditions that generalize the Pontryagin classical maximum principle. The same technique is applied to so-called variable structure problems and to some hybrid problems. The new optimality conditions are compared with the results of other authors and five examples illustrating their application are presented.