Pontryagin Maximum Principle for Finite Dimensional Nonlinear Optimal Control Problems on Time Scales

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Pontryagin Maximum Principle for Finite Dimensional Nonlinear Optimal Control Problems on Time Scales

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary conditions we derive the corresponding transversality conditions. Our proof is based on Ekeland’s variational principle. Our statement and comments clearly show th...

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ژورنال

عنوان ژورنال: SIAM Journal on Control and Optimization

سال: 2013

ISSN: 0363-0129,1095-7138

DOI: 10.1137/130912219