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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. RAN. Ser. Mat., 2024 Volume 88, Issue 6, Pages 3–22 (Mi im9471)

Schauder's fixed point theorem and Pontryagin maximum principle

E. R. Avakova, G. G. Magaril-Il'yaevbcd

a V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University
c Moscow Institute of Physics and Technology (National Research University), Dolgoprudny, Moscow Region
d Southern Mathematical Institute of the Vladikavkaz Scientific Center of the Russian Academy of Sciences, Vladikavkaz

Abstract: We prove the Pontryagin maximum principle for a general optimal control problem. The main ingredient of the proof is the abstract lemma on an inverse function, which is proved via the Schauder fixed-point theorem. Under this approach, the proof of the Pontryagin maximum principle is quite short and transparent.

Keywords: the Pontryagin maximum principle, the Schauder fixed-point theorem, inverse function lemma.

UDC: 517.97

MSC: 49J15, 49K15

Received: 25.02.2023
Revised: 24.05.2024

DOI: 10.4213/im9471


 English version:
Izvestiya: Mathematics, 2024, 88:6, 1013–1031


© Steklov Math. Inst. of RAS, 2024