Generalized Maximum Principle in Optimal Control


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Abstract

The concept of a local infimum for an optimal control problem is introduced, and necessary conditions for it are formulated in the form of a family of “maximum principles.” If the infimum coincides with a strong minimum, then this family contains the classical Pontryagin maximum principle. Examples are given to show that the obtained necessary conditions strengthen and generalize previously known results.

About the authors

E. R. Avakov

Trapeznikov Institute of Control Sciences; Faculty of Mechanics and Mathematics

Author for correspondence.
Email: eramag@mail.ru
Russian Federation, Moscow, 117997; Moscow, 119991

G. G. Magaril-Il’yaev

Faculty of Mechanics and Mathematics; Kharkevich Institute for Information Transmission Problems

Email: eramag@mail.ru
Russian Federation, Moscow, 119991; Moscow, 127994

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