We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the optimal solutions, from which the classical Pontryagin Maximum Principle is derived in a new insightful way. It also suggests generalizations in diverse directions of such famous principle.
Pontryagin maximum principle and Stokes theorem
Cardin Franco
;
2019
Abstract
We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the optimal solutions, from which the classical Pontryagin Maximum Principle is derived in a new insightful way. It also suggests generalizations in diverse directions of such famous principle.
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