The Pontryagin derivative in optimal control

DOI10.1134/S0081543810010086MaRDI QIDQ600714zbMATH OpenOpenAlexFDO

Authors R. V. Gamkrelidze

Publication date 1 November 2010

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543810010086

zbMATH Keywords

conjugationdualityHamiltonian systemsLie derivativePontryagin's maximum principle

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Optimality conditions for problems involving ordinary differential equations (49K15) Regularity of solutions in optimal control (49N60) Variational principles of physics (49S05)

Review text

Honouring Pontryagin's memory Gamkrelidze discusses in this interesting paper the Hamiltonian format of Pontryagin's maximum principle. After historical remarks he compares in the first section of his paper the principle with the Euler-Lagrange method and shows -- using Legrendre transformation and regular problems -- that the extremals in the Euler-Lagrange method can be represented as a Hamilton flow and how on the contrary the family of extremals is handled in the maximum principle. In the second section leaning on the master Hamiltonian and the corresponding vector field he discusses the Hamiltonian format of the maximum principle (in invariant formulation) using Lie derivative, duality with help of conjugation and differential-geometric invariants and makes a proposal in relation to the title of the paper.

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(5)

• Pontryagin principle with a PDE: a unified approach
• Differential-geometric and invariance properties of the equations of maximum principle (MP)
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• The geometry of maximum principle
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