Optimal control systems with state variable jump discontinuities

• DOI: 10.1007/bf00934110
• Publication Date: 2005-01-02T03:31:36Z
• Authors: W. M. Getz; D. H. Martin
• Keywords: Classification of discontinuities; Theory of computation; State variable; Control variable; Maximum principle

Consideration is given to continuous-time, parameter-dependent optimal control problems with state-variable jump discontinuities atN variable interior times. A maximum principle involving known costate jump conditions is stated and is proved by transforming the problem into a standard Mayer control problem. An illustrative example for fisheries management is included.