Abstract:
A proof of the Pontryagin maximum principle for a sufficiently general optimal control problem is presented; the proof is based on the implicit function theorem and the theorem on the solvability of a finite-dimensional system of nonlinear equations. The exposition is self-contained: all necessary preliminary facts are proved. These facts are mainly related to the properties of solutions to differential equations with discontinuous right-hand side and are derived as corollaries to the implicit function theorem, which, in turn, is a direct consequence of Newton's method for solving nonlinear equations.
Citation:
G. G. Magaril-Il'yaev, “The Pontryagin maximum principle. Ab ovo usque ad mala”, Optimal control, Collected papers. In commemoration of the 105th anniversary of Academician Lev Semenovich Pontryagin, Trudy Mat. Inst. Steklova, 291, MAIK Nauka/Interperiodica, Moscow, 2015, 215–230; Proc. Steklov Inst. Math., 291 (2015), 203–218
\Bibitem{Mag15}
\by G.~G.~Magaril-Il'yaev
\paper The Pontryagin maximum principle. Ab ovo usque ad mala
\inbook Optimal control
\bookinfo Collected papers. In commemoration of the 105th anniversary of Academician Lev Semenovich Pontryagin
\serial Trudy Mat. Inst. Steklova
\yr 2015
\vol 291
\pages 215--230
\publ MAIK Nauka/Interperiodica
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/tm3676}
\crossref{https://doi.org/10.1134/S0371968515040160}
\elib{https://elibrary.ru/item.asp?id=24776673}
\transl
\jour Proc. Steklov Inst. Math.
\yr 2015
\vol 291
\pages 203--218
\crossref{https://doi.org/10.1134/S0081543815080167}
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Linking options:
https://www.mathnet.ru/eng/tm3676
https://doi.org/10.1134/S0371968515040160
https://www.mathnet.ru/eng/tm/v291/p215
This publication is cited in the following 2 articles:
A. V. Dmitruk, “Variations of v-change of time in an optimal control problem with state and mixed constraints”, Izv. Math., 87:4 (2023), 726–767
E. R. Avakov, G. G. Magaril-Il'yaev, “Generalized Needles and Second-Order Conditions in Optimal Control”, Proc. Steklov Inst. Math., 304 (2019), 8–25