A New Proof Of The Maximum Principle
We offer a new proof of the maximum principle for optimal control problems with fixed endpoint. We allow for inequality constraints involving state variables and control variables. Our proof relies on an application of the envelope theorem. Nous donnons une preuve nouvelle du principe de maximum pour les problèmes de contrôle optimal aux points terminaux fixés. Le cas où il y a des contraintes en forme d inégalité est permis. Notre preuve utilise le théorème de l'enveloppe.
|Date of creation:||01 Jan 2002|
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- LÃ©onard,Daniel & Long,Ngo van, 1992.
"Optimal Control Theory and Static Optimization in Economics,"
Cambridge University Press, number 9780521337465, December.
- LÃ©onard,Daniel & Long,Ngo van, 1992. "Optimal Control Theory and Static Optimization in Economics," Cambridge Books, Cambridge University Press, number 9780521331586, December.
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