3. Necessary conditions for optimality
3.1 Directional derivatives
As with variational calculus problems, optimality conditions are obtained by introducing the concept of directional derivatives, which replace the partial derivatives used in optimization. In what follows, is a real Hilbert space, it will be the "control space," equipped with a scalar product denoted by
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Necessary conditions for optimality
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Engineering Techniques
Documentation database "Mathematics for Engineers"
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J. P. Yvon (author of this text):
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