Optimal control of nonconvex differential inclusions

Abstract

The paper deals with dynamic optimization problems of the Bolza and Mayer types for evolution systems governed by nonconvex Lipschitzian differential inclusions in Banach spaces under endpoint constraints described by finitely many equalities and inequalities with generally nonsmooth functions. We develop a variational analysis of such problems mainly based on their discrete approximations and the usage of advanced tools of generalized differentiation. In this way we establish extended results on stability of discrete approximations and derive necessary optimality conditions for nonconvex discrete-time and continuous-time systems in the refined Euler-Lagrange and Weierstrass-Pontryagin forms accompanied by the appropriate transversality inclusions. In contrast to the case of geometric endpoint constraints in infinite dimensions, the necessary optimality conditions obtained in this paper do not impose any nonempty interiority/finite codimension/normal compactness assumptions.