Article | REF: AF1374 V1

Optimal Control

Author: J. Frédéric BONNANS

Publication date: April 10, 2015

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4. Pontriaguine principle with constraints at both ends

4.1 Lagrangian and adjoint state

Let's consider the problem with constraints on the control and at both ends (the criterion has been defined in (21) ):

minu,yJIF(u,y)
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Pontriaguine principle with constraints at both ends
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