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Pontryagin Maximum Principle


A result in control theory. Define

 H(psi,x,u)=(psi,f(x,u))=sum_(a=0)^npsi_af^a(x,u).

Then in order for a control u(t) and a trajectory x(t) to be optimal, it is necessary that there exist nonzero absolutely continuous vector function psi(t)=(psi_0(t),psi_1(t),...,psi_n(t)) corresponding to the functions u(t) and x(t) such that

1. The function H(psi(t),x(t),u) attains its maximum at the point u=u(t) almost everywhere in the interval t_0<=t<=t_1,

 H(psi(t),x(t),u(t))=max_(u in U)H(psi(t),x(t),u).

2. At the terminal time t_1, the relations psi_0(t_1)<=0 and H(psi(t_1),x(t_1),u(t_1))=0 are satisfied.


See also

Control Theory

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References

Iyanaga, S. and Kawada, Y. (Eds.). "Pontrjagin's [sic] Maximum Principle." §88C in Encyclopedic Dictionary of Mathematics. Cambridge, MA: MIT Press, pp. 295-296, 1980.

Referenced on Wolfram|Alpha

Pontryagin Maximum Principle

Cite this as:

Weisstein, Eric W. "Pontryagin Maximum Principle." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/PontryaginMaximumPrinciple.html

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