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Optimal Control Problem. Pontryagin maximum Principle
2000We 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
1991Abstract 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
1993A 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 Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
IEEE Transactions on Automatic Control, 2010Guangchen Wang, Zhiyong Yu
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A New Discrete Analogue of Pontryagin’s Maximum Principle
Doklady. Mathematics, 2018M. Mardanov, T. Melikov
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Velocity profile optimization of on road vehicles: Pontryagin's Maximum Principle based approach ☆
, 2017E. Ozatay, U. Ozguner, Dimitar Filev
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Pontryagin’s maximum principle for dynamic systems on time scales
, 2017M. Bohner +3 more
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Proof of the maximum principle of Pontryagin
1993Abstract 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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Applications of Pontryagin’s Maximum Principle to Economics
, 1968Karl Shell
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