The maximum principle

  • Jerzy Zabczyk
Part of the Modern Birkhäuser Classics book series (MBC)


The maximum principle is formulated and proved first for control problems with fixed terminal time. As an illustration, a new derivation of the solution to the linear regulator problem is given. Next the maximum principle for impulse control problems and for time optimal problems are discussed. In the latter case an essential role is played by the separation theorems for convex sets.


Maximum Principle Riccati Equation Adjoint Equation Separation Theorem Bibliographical Note 
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Copyright information

© Birkhäuser Boston 2008

Authors and Affiliations

  • Jerzy Zabczyk
    • 1
  1. 1.Institute of MathematicsPolish Academy of SciencesWarsawPoland

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