When slow and fast controlled dynamics are coupled, the variational limit, as the ratio of time scales grows, is best depicted as a trajectory in a probability measures space. The effective control is then an invariant measure on the fast state-control space. The paper presents the form of the Pontryagin Maximum Principle for this variational limit and examines its relation to the Maximum Princ...

We present a discrete analog of the recently introduced Hamilton– Pontryagin variational principle in Lagrangian mechanics. This unifies two, previously disparate approaches to discrete Lagrangian mechanics: either using the discrete Lagrangian to define a finite version of Hamilton’s action principle, or treating it as a symplectic generating function. This is demonstrated for a discrete Lagra...

We consider a firm that sells seasonal goods. The firm seeks to reach a fixed level of goodwill at the end of the selling period, with the minimum total expenditure in promotional activities. We consider the linear optimal control problem faced by the firm which can only control the communication expenditure rate; communication is performed by means of advertising and sales promotion. Goodwill ...

Part 2 continues the study of optimization techniques for elliptic control problems subject to control and state constraints and is devoted to distributed control. Boundary conditions are of mixed Dirichlet and Neumann type. Necessary conditions of optimality are formally stated in form of a local Pontryagin minimum principle. By introducing suitable discretization schemes, the control problem ...

Discovery of the Maximum Principle for the needs of optimal control and its subsequent development give a classical example of a theory, which initially emerged as an effective device for solving a purely engineering problem not amenable by existing methods, and eventually developed into a mathematical theory of major significance. I present a short history of the discovery of the Maximum Princ...