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Optimal Control Problem. Pontryagin maximum Principle

2000
We study the following general optimal control problem: $$\dot x = f(x,u,t)\quad t \in [{t_1},{t_2}],{t_1} < {t_{2,}}$$ (1.1) $$u = ({u_1},{u_2}),\quad {u_2}(t) \in {U_2}(t)\forall t,$$ (1.2) $$R(x,{u_1},t) \leqslant 0$$ (1.3) $$G(x,t) \leqslant 0,$$ (1.4) $${K_1}(p) \leqslant 0,\quad {K_2}(p) = 0,$$ (1.5)
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Proof of the Pontryagin maximum principle

1991
Abstract We now have to justify the PMP, which we stated in Chapter 6 and extended in Chapter 7. First we show that the PMP applied to linear autonomous time-optimal control problems is identical to the maximum principle TOP established in Part A. Then we outline the proof of the PMP in its basic form as defined in Chapter 6.
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Pontryagin’s Maximum Principle for Multidimensional Control Problems

1993
A weak maximum principle is shown for general problems $${\text{minimize}}\,f\left( {x,{\text{ }}w} \right)\,\,{\text{on }}{X_0} \times {X_{\text{1}}}\,{\text{with respect to}}\,linear\,{\text{state constraints}}\,{A_0}x = {A_{\text{1}}}w$$ in Banach spaces X 0 and local convex topological vector spaces X 1, where f(x, •) is a convex functional ...
Rolf Klötzler, Sabine Pickenhain
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A New Discrete Analogue of Pontryagin’s Maximum Principle

Doklady. Mathematics, 2018
M. Mardanov, T. Melikov
semanticscholar   +1 more source

Pontryagin’s maximum principle for dynamic systems on time scales

, 2017
M. Bohner   +3 more
semanticscholar   +1 more source

Proof of the maximum principle of Pontryagin

1993
Abstract We now turn to the proof of Theorem 4.1, the Pontryagin maximum principle. The reader may find it helpful to read the outline proof in Chapter 4 before starting this chapter.
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