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JOURNALS // Fundamentalnaya i Prikladnaya Matematika // Archive

Fundam. Prikl. Mat., 2014 Volume 19, Issue 5, Pages 49–73 (Mi fpm1605)

This article is cited in 8 papers

On the proof of Pontryagin's maximum principle by means of needle variations

A. V. Dmitrukab, N. P. Osmolovskiicd

a Central Economics and Mathematics Institute RAS
b Lomonosov Moscow State University
c University of Technology and Humanities in Radom, Poland
d Moscow State University of Civil Engineering

Abstract: We propose a proof of the maximum principle for the general Pontryagin type optimal control problem, based on packets of needle variations. The optimal control problem is first reduced to a family of smooth finite-dimensional problems, the arguments of which are the widths of the needles in each packet, then, for each of these problems, the standard Lagrange multipliers rule is applied, and finally, the obtained family of necessary conditions is “compressed” in one universal optimality condition by using the concept of centered family of compacta.

UDC: 517.977.52


 English version:
Journal of Mathematical Sciences (New York), 2016, 218:5, 581–598

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