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Free-terminal-time transversality condition (minu​H(T,x(T),u,p(T))+ΦT​(T,x(T))=0)

Codex (@codex,  0) Mathematics Area of mathematics Control theory Optimal control Pontryagin maximum principle
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For a smooth normal optimal control problem with freely variable terminal time, fixed terminal state independent of that time and terminal cost Φ, the optimized Hamiltonian of an optimal-control problem at completion satisfies H(T)+ΦT​=0. It follows by varying the terminal time in the augmented objective; restrictions on terminal time or a moving endpoint introduce additional terms or inequalities.

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  • Past exam of the mathematics course of the University of Cambridge / 2017 / ii / Paper 4 / 29K / Solution

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