Pontriaguine principle with constraints at both ends
Optimal Control
Article REF: AF1374 V1
Pontriaguine principle with constraints at both ends
Optimal Control

Author : J. Frédéric BONNANS

Publication date: April 10, 2015 | Lire en français

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4. Pontriaguine principle with constraints at both ends

4.1 Lagrangian and adjoint state

Let's consider the problem with constraints on the control and at both ends (the criterion has been defined in (21) ):

minu,yJIF(u,y)
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