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Optimal control theory with general constraints

Published online by Cambridge University Press:  17 February 2009

John M. Blatt
John M. Blatt
Affiliation:
School of Mathematics, University of New South Wales, Kensington, N.S.W. 2033
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Abstract

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We consider an optimal control problem with, possibly time-dependent, constraints on state and control variables, jointly. Using only elementary methods, we derive a sufficient condition for optimality. Although phrased in terms reminiscent of the necessary condition of Pontryagin, the sufficient condition is logically independent, as can be shown by a simple example.

Type
Research Article
Information
The ANZIAM Journal , Volume 23 , Issue 2 , October 1981 , pp. 115 - 126
Copyright
Copyright © Australian Mathematical Society 1981

References

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