The Pontryagin maximum principle. Ab ovo usque ad mala

被引:1
|
作者
Magaril-Il'yaev, G. G. [1 ,2 ]
机构
[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 119991, Russia
[2] Russian Acad Sci, Kharkevich Inst, Inst Informat Transmiss Problems, Moscow 127051, Russia
基金
俄罗斯基础研究基金会;
关键词
Partial Derivative; Cauchy Problem; Nonlinear Equation; Maximum Principle; STEKLOV Institute;
D O I
10.1134/S0081543815080167
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A proof of the Pontryagin maximum principle for a sufficiently general optimal control problem is presented; the proof is based on the implicit function theorem and the theorem on the solvability of a finite-dimensional system of nonlinear equations. The exposition is self-contained: all necessary preliminary facts are proved. These facts are mainly related to the properties of solutions to differential equations with discontinuous right-hand side and are derived as corollaries to the implicit function theorem, which, in turn, is a direct consequence of Newton's method for solving nonlinear equations.
引用
收藏
页码:203 / 218
页数:16
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