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Optimal control theory with general constraints
Published online by Cambridge University Press: 17 February 2009
Abstract
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.
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- Copyright © Australian Mathematical Society 1981
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