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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2015 Volume 291, Pages 215–230 (Mi tm3676)

This article is cited in 2 papers

The Pontryagin maximum principle. Ab ovo usque ad mala

G. G. Magaril-Il'yaevab

a Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow, Russia
b Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia

Abstract: A proof of the Pontryagin maximum principle for a sufficiently general optimal control problem is presented; the proof is based on the implicit function theorem and the theorem on the solvability of a finite-dimensional system of nonlinear equations. The exposition is self-contained: all necessary preliminary facts are proved. These facts are mainly related to the properties of solutions to differential equations with discontinuous right-hand side and are derived as corollaries to the implicit function theorem, which, in turn, is a direct consequence of Newton's method for solving nonlinear equations.

UDC: 517.977.52

Received: December 15, 2014

DOI: 10.1134/S0371968515040160


 English version:
Proceedings of the Steklov Institute of Mathematics, 2015, 291, 203–218

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