The Pontryagin Maximum Principle. Ab ovo usque ad malaстатья
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Статья опубликована в журнале из перечня ВАК
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 18 марта 2016 г.
Аннотация:A proof of the Pontryagin maximum principle for a sufficiently general optimal
control problem is presented; the proof is based on the implicit function theorem and the
theorem on the solvability of a finite-dimensional system of nonlinear equations. The exposition
is self-contained: all necessary preliminary facts are proved. These facts are mainly related to
the properties of solutions to differential equations with discontinuous right-hand side and are
derived as corollaries to the implicit function theorem, which, in turn, is a direct consequence
of Newton’s method for solving nonlinear equations.