Abstract

Modern developments in nondifferentiable analysis have now made it possible to handle nondifferentiable optimal control problems. Maximum principles of considerable generality have been derived by Clarke (1976), and a number of effective numerical methods for minimizing nonsmooth objectives are available. Nevertheless, nondifferentiable optimal control problems are still difficult to solve. The reason lies in their structure, which in the most general case may involve compositions of non-differentiable functionals and operators.

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