Pontryagin maximum principle

ID: pontryagin-maximum-principle

For a regular finite-horizon optimal control problem, an optimal trajectory admits nontrivial multipliers and a costate obeying adjoint equations, together with pointwise optimization of the Hamiltonian of an optimal-control problem. In the normal minimization convention , the conditions are , and minimization of over admissible controls; endpoint and state constraints change the terminal conditions. Abnormal extremals use a zero cost multiplier and must not be silently excluded.

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