Results 31 to 40 of about 69 (69)

Some Applications of the Pontryagin's Maximum Principle

open access: yesJournal of The Society of Instrument and Control Engineers, 1963
TAKAHASHI, Y   +4 more
openaire   +1 more source

Pontryagin Maximum Principle for reflected BSDEs

open access: yesJournal of Differential Equations
Hanane Ben-Gherbal, Omar Kebiri
openaire   +1 more source

The Pontryagin Maximum Principle

2021
This chapter is devoted to a qualitative analysis of some adjoint linear dynamics. We investigate the free endpoint control problem. In this chapter, we define the simple variation of a control. We study the variation of the terminal payoff. The Pontryagin maximum principle is deducted.
openaire   +1 more source

The Pontryagin maximum principle: the constancy of the Hamiltonian

IMA Journal of Mathematical Control and Information, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Little, G., Pinch, E. R.
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Pontryagin Maximum Principle

2004
In this chapter we prove the fundamental necessary condition of optimality for optimal control problems — Pontryagin Maximum Principle (PMP). In order to obtain a coordinate-free formulation of PMP on manifolds, we apply the technique of Symplectic Geometry developed in the previous chapter.
Andrei A. Agrachev, Yuri L. Sachkov
openaire   +1 more source

A Discrete Version of Pontryagin's Maximum Principle

Operations Research, 1967
A basic algorithm of a discrete version of the maximum principle and its simplified derivation are presented. An example is solved to illustrate the use of the algorithm.
Ching-Lai Hwang, L. T. Fan 0001
openaire   +2 more sources

Mix of Controls and the Pontryagin Maximum Principle

Journal of Mathematical Sciences, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Avakov, E. R., Magaril-Il'yaev, G. G.
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An Elementary Proof of the Pontryagin Maximum Principle

Vietnam Journal of Mathematics, 2020
The subject is the standard control problem for systems of ODE \begin{gather*} \begin{aligned} \text{minimize} & \quad \ell_0(x(0), x(T)) \\ \text{subject to} & \quad x'(t) = f(t, x(t), u(t)) \quad (u(t) \in U) \end{aligned} \\ \ell_j(x(0), x(T)) \le 0 \quad j = 1,\dots ,l \, , \quad \ell_j(x(0), x(T)) = 0 \quad j = l+1,\dots ,r \, . \end{gather*} If \(
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A New Discrete Anologue of Pontryagin’s Maximum Principle

Доклады академии наук, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mardanov, M. J., Melikov, T. K.
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