Optimal Control of Impulsive Systems Under State, Control, and Terminal Constraints
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We establish a version of Pontryagin’s maximum principle for optimal control problems with impulses and phase constraints. Using the Dubovitskii-Milyutin theory, we construct a conic variational framework that handles impulsive dynamics and general state constraints. The main difficulty lies in working with piecewise continuous functions, required by the impulsive nature of the system. This setting also demands an extension of the classical result on the existence of nonnegative Borel measures, which leads to an adjoint equation formulated as a Stieltjes integral. Theoretical results are illustrated with examples, and key results by I. Girsanov are extended to the impulsive context.