| Some Versions of the Pontryagin Maximum Principle of Optimal Control Theory (2007) | |||||||||||||||||
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| ral completely rigorous versions of the "Pontryagin maximum principle." It is important that you should understand that, in spite of the differences in the technical assumptions, the basic underlying principle is always the same. The final result, which be presented and proved in detail in [13], is one single theorem that covers all cases, and even "hybrid situations," as discussed in [12]. 1 The setting. Throughout these notes, IR n is the space of real column n- vectors, and IR n is the space of real row n-vectors. If z 2 IR n and x 2 IR n , then z:x is a real number. We use IR n + to denote the product [0; +1[ n , i.e. the set of all n-tuples (r 1 ; : : : ; r<F8.3 | |||||||||||||||||
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