Pontryagin Maximum Principle for Distributed-Order Fractional Systems

The Pontryagin Maximum Principle

Theorem (PontryaginMaximum Principle). Suppose a final time T and controlstate pair (û, x̂) on [τ, T ] give the minimum in the problem above; assume that û is piecewise continuous. Then there exist a vector of Lagrange multipliers (λ0, λ) ∈ R × R with λ0 ≥ 0 and a piecewise smooth function p: [τ, T ] → R n such that the function ĥ(t) def =H(t, x̂(t), p(t), û(t)) is piecewise smooth, and one has ̇̂ ...

The Maximum Principle of Pontryagin

A Pontryagin Maximum Principle for systems of flows

We present a generalization of the Pontryagin Maximum Principle, in which the usual adjoint equation, which contains derivatives of the system vector fields with respect to the state, is replaced by an integrated form, containing only differentials of the reference flow maps. In this form, the conditions of the maximum principle make sense for a number of control dynamical laws whose right-hand...

Pontryagin Maximum Principle for coupled slow and fast systems

When slow and fast controlled dynamics are coupled, the variational limit, as the ratio of time scales grows, is best depicted as a trajectory in a probability measures space. The effective control is then an invariant measure on the fast state-control space. The paper presents the form of the Pontryagin Maximum Principle for this variational limit and examines its relation to the Maximum Princ...

Pontryagin Maximum Principle for Optimal Control of

In this paper we investigate optimal control problems governed by variational inequalities. We present a method for deriving optimality conditions in the form of Pontryagin's principle. The main tools used are the Ekeland's variational principle combined with penalization and spike variation techniques. 1. Introduction. The purpose of this paper is to present a method for deriving a Pontryagin ...