Journal of Convex Analysis 17 (2010), No. 3&4, 1007--1017
Copyright Heldermann Verlag 2010
On Pontryagin's Principle for the Optimal Control of some State Equations with Memory
Guillaume Carlier
CEREMADE, Université Paris IX Dauphine, Pl. de Lattre de Tassigny, 75775 Paris 16, France
carlier@ceremade.dauphine.fr
Anouar Houmia
CEREMADE, Université Paris IX Dauphine, Pl. de Lattre de Tassigny, 75775 Paris 16, France
houmia@ceremade.dauphine.fr
Rabah Tahraoui
CEREMADE, Université Paris IX Dauphine, Pl. de Lattre de Tassigny, 75775 Paris 16, France
tahraoui@ceremade.dauphine.fr
We prove a form of Pontryagin's principle for a class of optimal control problems governed by a state equation with memory. Several examples and applications are then considered.
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