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An elementary derivation of Pontrayagin's maximum principle of optimal control theory

Published online by Cambridge University Press:  17 February 2009

J. M. Blatt
Affiliation:
School of Mathematics, University of New South Wales, Kensington, N.S.W. 2033, Australia
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Abstract

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Pontryagin's maximum principle is derived by elementary mathematical techniques. The conditions on the functions which enter are generally somewhat more stringent than in Pontryagin's derivation, but one (practically very awkward) condition of Pontryagin can be relaxed: continuity in the time variable can be replaced by a much weaker condition.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1977

References

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