Pontryagin maximum principle for state constrained optimal sampled-data control problems on time scales

Abstract

In this paper we consider optimal sampled-data control problems on time scales with inequality state constraints. A Pontryagin maximum principle is established, extending to the state constrained case existing results in the time scale literature. The proof is based on the Ekeland variational principle and on the concept of implicit spike variations adapted to the time scale setting. The main result is then applied to continuous-time min-max optimal sampled-data control problems, and a maximal velocity minimization problem for the harmonic oscillator with sampled-data control is numerically solved for illustration.