First Order Necessary Conditions Under State Constraints
摘要
In this chapter, we present the normal maximum principle, complemented by sensitivity relations and an initial—time transversality condition. We prove the existence of accompanying co-state variables, associated measures, and a measurable selection that together satisfy the adjoint equations and optimality conditions. When the trajectory lies strictly within the admissible set, the standard maximum-principle relations hold. If instead the trajectory reaches the boundary of the constraint set, we introduce modified adjoint equations and boundary-adjusted optimality conditions.