A general theorem on necessary conditions in optimal control (Q632313): Difference between revisions

The author gives a relatively short and self-contained proof of a theorem that presents necessary conditions for a general optimal control problem. It has been shown that this theorem, which is simple to state, provides a powerful template from which necessary conditions for various other problems in dynamic optimization can be directly derived, at the level of the state of the art. These include various extensions of Pontryagin's maximum principle and the multiplier rule.