Optimal Control Problems with Set-Valued Control and State Constraints

Abstract

In this paper a general optimal control problem with pure state and mixed control-state constraints is considered. These constraints are of the form of set-inclusions. Second-order necessary optimality conditions for weak local minimum are derived for this problem in terms of the original data. In particular the nonemptiness of the set of critical directions and the evaluation of its support function are expressed in terms of the given functions and set-valued maps. In order that the Lagrange multiplier corresponding to the mixed control-state inclusion constraint be represented via an integrable function, a strong normality condition involving the notion of the critical tangent cone is introduced.