The maximum principle for terminal optimization problem connected with Goursat–Darboux system in the class of functions having summable mixed derivatives
Abstract:
The maximum principle in the terminal optimization problem for general nonlinear Goursat–Darboux system is proved. The right part of differential equation is Caratheodory function. We consider the case when a mixed derivative of system solution is summable function.
Keywords:nonlinear Goursat–Darboux system, solutions having summable mixed derivatives, terminal optimization problem, maximum principle.