Pontryagin maximum principle and Stokes theorem (Q2422448): Difference between revisions

The authors present a differential geometric approach of a prototype problem of optimal control theory, the Mayer problem. This approach is based on the Stokes theorem and yields to a necessary and sufficient condition that characterizes the optimal solutions, from which the classical Pontryagin maximum principle (PMP) can be derived. The Mayer problem for a controlled dynamical system is equivalent to determine the minimum for the integral of an appropriate functional on the curves that represent controlled evolutions of the system. And the Stokes theorem relates the difference between the integrals over two homotopic curves with the value of an appropriate double integral, computed along the surface that is generated by the homotopy that joins the considered two curves. These observations yield almost immediately to necessary and sufficient condition on controlled evolutions to be solutions to the Mayer problem, called principle of minimal labour. They show that this principle can be used to derive the PMP. The authors also present generalizations in diverse directions of the PMP with different relations with the principle of minimal labour.