Generalized Maximum Principle in Optimal Control
Evgeny Rachievich Avakov, G. Magaril-Ilyayev
Abstract
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Evgeny Rachievich Avakov, G. Magaril-Ilyayev
Abstract
Open-access reader
For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of principles are formulated. If a function delivers a strong local minimum in this problem (and therefore, a~strong local infimum), then this family contains the classical Pontryagin maximum principle. As a corollary, we derive generalized necessary conditions for a strong local minimum for a problem of the calculus of variations. Examples are given to show that the necessary conditions obtained in the present paper generalize and strengthen classical results.
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For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of principles are formulated. If a function delivers a strong local minimum in this problem (and therefore, a~strong local infimum), then this family contains the classical Pontryagin maximum principle. As a corollary, we derive generalized necessary conditions for a strong local minimum for a problem of the calculus of variations. Examples are given to show that the necessary conditions obtained in the present paper generalize and strengthen classical results.
Key concepts: Infimum and supremum, Pontryagin's minimum principle, Corollary, Maximum principle, Optimal control, Mathematics, Function (biology), Control (management)