Extremum theory and external problems of the classical calculus

DOI10.1023/A:1009519005096MaRDI QIDQ5948391zbMATH OpenOpenAlexFDO

Authors V. M. Tikhomirov

Publication date 7 April 2003

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009519005096

zbMATH Keywords

calculus of variationsexistence of optimal solutionsLagrange principlemethod of perturbationsnecessary and sufficient conditions of optimalitytheory of extremal problems

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence theories in calculus of variations and optimal control (49J99) Optimality conditions (49K99)

Review text

In this well-written self-contained paper (references are made only to the well-known facts from university courses) the author formulates main questions that are essential in the theory of extremum problems. Namely, questions about existence, necessary and sufficient conditions of optimality, possibility of finding a solution explicitely and the question about behaviour of optimal solution under perturbations. Further, he presents fundamental principles (e.g., Lagrange principle) and techniques with the help of which answers to posed questions are possible to get. Several problems related to classical calculus of variations are analysed in detail.

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