Abstract
For the discrete optimal control problem (DOC1) of 4.6, define the function
where x is the column vector of x 0, x 1, … ,x N , and similarly u of u 0, …, u N and λ of λ0, …, λ N . Suppose that the minimum of (DOC1) is reached at (x, u, λ) = \( (x,u,\lambda ) = (\xi ,\eta ,\tilde \lambda ) \).
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References
Berkovitz, L.D. (1974), Optimal Control Theory, Springer, New York.
Craven, B.D. (1977), Lagrangean conditions and quasiduality, Bull. Austral. Math. Soc., 16, 325–339.
Luenberger, D.G. (1969), Optimization by Vector Space Methods, Wiley, New York.
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© 1978 B. D. Craven
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Craven, B.D. (1978). Pontryagin theory. In: Mathematical Programming and Control Theory. Chapman and Hall Mathematics Series. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-5796-1_5
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DOI: https://doi.org/10.1007/978-94-009-5796-1_5
Publisher Name: Springer, Dordrecht
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