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The Maximum Principle

2012
This chapter represents the basic concepts of Classical Optimal Control related to the Maximum Principle. The formulation of the general optimal control problem in the Bolza (as well as in the Mayer and the Lagrange) form is presented. The Maximum Principle, which gives the necessary conditions of optimality, for various problems with a fixed and ...
Vladimir G. Boltyanski   +1 more
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The maximum principle

2008
The maximum principle is formulated and proved first for control problems with fixed terminal time. As an illustration, a new derivation of the solution to the linear regulator problem is given. Next the maximum principle for impulse control problems and for time optimal problems are discussed.
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Maximum and Comparison Principles [PDF]

open access: possible, 1977
The purpose of this chapter is to provide various maximum and comparison principles for quasilinear equations which extend corresponding results in Chapter 3. We consider second order, quasilinear operators Q of the form (10.1) Qu = aij(x, u, Du)Diju + b(x, u, Du), aij = aji, where x = (x1..., xn) is contained in a domain Ω of ℝn, n ≥ 2, and, unless ...
David Gilbarg, Neil S. Trudinger
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The Maximum Principle

2001
We present here the most significant results which are customarily grouped under the name of Maximum Principle. It supplies a set of necessary conditions of optimality for a wide class of optimal control problems. Firstly, we give a formal, yet synthetic, description of these problems is given.
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The Maximum Principle

2007
We consider classical linear and quasilinear elliptic inequalities as well as divergence structure and variational operators, with emphasis on the important topics of comparison results and tangency theorems. This work ultimately applies also to weak solutions in appropriate Sobolev spaces. In order that the book may serve the purposes of reference and
PUCCI, Patrizia, J. SERRIN
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On the strong maximum principle

Complex Variables and Elliptic Equations, 2019
In this paper we study the strong maximum principle for equations of the form F[u]=H(u,|Du|) where F is either a fully nonlinear elliptic operator or is the p-Laplace operator.
Ahmed Mohammed, Antonio Vitolo
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On the Stochastic Maximum Principle

SIAM Journal on Control and Optimization, 1978
A representation of the adjoint process, which appears in a general version of the maximum principle for control systems described by Girsanov solutions of stochastic differential equations, is given in terms of the linearization of the state equation.
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A Stochastic Maximum Principle

SIAM Journal on Control and Optimization, 1976
The major theorem of this paper is very closely parallel to the classical Pontryagin maximum principle. The classical case, very roughly stated, says that if $u(t)$ is a control function which has an associated trajectory $x(t)$, then there is a function $H(v,x,t)$ such that $u(t)$ is optimal only if for each t and for all v in the control set, \[H(u(t)
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The Maximum Principle

2010
This chapter focuses on a set of optimality conditions known as the Maximum Principle. Many competing sets of optimality conditions are now available, but the Maximum Principle retains a special significance. An early version of the Maximum Principle due to Pontryagin er al.
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On Maximum Principles

1991
The aim of the paper is to give a high order maximum principle for an optimal control problem in the Mayer form with constraints on the endpoint and to discuss its relations with other analogous results. Only smooth time-independent control systems on ℝn will be considered in order to give a simpler exposition.
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