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On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory

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Abstract

In optimal control problems involving nondifferentiable functions of the state variable, the adjoint differential inclusion can be formulated by either use of the Hamiltonian or the maximized Hamiltonian. In this paper, we solve a production-employment model in which the latter approach must be utilized, since the former does not enable one to determine the optimal policy.

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Authors and Affiliations

  1. Institute for Econometrics and Operations Research, Technical University, Vienna, Austria

    G. Feichtinger (Professor) & R. F. Hartl (Assistant Professor)

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  1. G. Feichtinger
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  2. R. F. Hartl
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Dedicated to G. Leitmann

The authors gratefully acknowledge useful remarks by S. Jørgensen, J. Levine, A. Luhmer, and P. Michel.

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Feichtinger, G., Hartl, R.F. On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory. J Optim Theory Appl 46, 493–504 (1985). https://doi.org/10.1007/BF00939154

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  • DOI: https://doi.org/10.1007/BF00939154

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