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A Discrete Version of Pontryagin's Maximum Principle

Author

Listed:
  • C. L. Hwang

    (Kansas State University, Manhattan, Kansas)

  • L. T. Fan

    (Kansas State University, Manhattan, Kansas)

Abstract

A basic algorithm of a discrete version of the maximum principle and its simplified derivation are presented. An example is solved to illustrate the use of the algorithm.

Suggested Citation

  • C. L. Hwang & L. T. Fan, 1967. "A Discrete Version of Pontryagin's Maximum Principle," Operations Research, INFORMS, vol. 15(1), pages 139-146, February.
    • Handle: RePEc:inm:oropre:v:15:y:1967:i:1:p:139-146
    DOI: 10.1287/opre.15.1.139
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    Cited by:

    1. Man, Shumin & Gao, Qiang & Zhong, Wanxie, 2023. "High order symmetric algorithms for nonlinear dynamical systems with non-holonomic constraints," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 212(C), pages 524-547.
    2. Shumin Man & Qiang Gao & Wanxie Zhong, 2020. "Variational Integrators in Holonomic Mechanics," Mathematics, MDPI, vol. 8(8), pages 1-19, August.

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