Generalized maximum principle in optimal control
Optimization and Control
2018-09-06 v3
Abstract
For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum 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.
Cite
@article{arxiv.1806.10418,
title = {Generalized maximum principle in optimal control},
author = {Evgeny Avakov and Georgii Magaril-Il'yaev},
journal= {arXiv preprint arXiv:1806.10418},
year = {2018}
}