Geodesic
Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 20 (2014) no. 4, pp. 29-37 Cet article a éte moissonné depuis la source Math-Net.Ru

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Properties of Lagrange multipliers from the Pontryagin maximum principle for problems with state constraints are investigated. Sufficient conditions for the continuity of the solution of the adjoint solution depending on how the extremal trajectory approaches the state constraint boundary are obtained. The proof uses the notion of closure by measure of a Lebesgue measurable function and the Caratheodory theorem.
Keywords: optimal control, maximum principle, state constraints. 
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A. V. Arutyunov; D. Yu. Karamzin; F. L. Pereira. Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 20 (2014) no. 4, pp. 29-37. http://geodesic.mathdoc.fr/item/TIMM_2014_20_4_a2/

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