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Maximum principle and its extension for bounded control problems with boundary conditions

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  • Olga Vasilieva

Abstract

This note is focused on a bounded control problem with boundary conditions. The control domain need not be convex. First-order necessary condition for optimality is obtained in the customary form of the maximum principle, and second-order necessary condition for optimality of singular controls is derived on the basis of second-order increment formula using the method of increments along with linearization approach.

Suggested Citation

  • Olga Vasilieva, 2004. "Maximum principle and its extension for bounded control problems with boundary conditions," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2004, pages 1-25, January.
    • Handle: RePEc:hin:jijmms:130179
    DOI: 10.1155/S0161171204308033
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