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Generalized Maximum Principle in Optimal Control

The concept of a local infimum for an optimal control problem is introduced, and necessary conditions for it are formulated in the form of a family of “maximum principles.” If the infimum coincides with a strong minimum, then this family contains the classical Pontryagin maximum principle. Examples...

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Published in:Doklady. Mathematics 2018-11, Vol.98 (3), p.575-578
Main Authors: Avakov, E. R., Magaril-Il’yaev, G. G.
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Magaril-Il’yaev, G. G.
description The concept of a local infimum for an optimal control problem is introduced, and necessary conditions for it are formulated in the form of a family of “maximum principles.” If the infimum coincides with a strong minimum, then this family contains the classical Pontryagin maximum principle. Examples are given to show that the obtained necessary conditions strengthen and generalize previously known results.
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subjects Infimum
Mathematics
Mathematics and Statistics
Maximum principle
Optimal control
title Generalized Maximum Principle in Optimal Control
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