Optimal control problems with free right end point

This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise continuous controls and the proof turns out to be very simple. We generalize the concept to the problem of optimal multiprocesses, to control problems with delays and to the control of Volterra integral equations. Furthermore, we discuss the problem on infinite horizon. Moreover, we state Arrow type sufficiency conditions. The optimality conditions are demonstrated on illustrative examples.

Publication Details

Journal
ArXiv.org
Published
2025-03-10
Primary Topic
Optimization and Variational Analysis
Type
article
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Optimal control problems with free right end point

ArXiv.org
Optimization and Variational Analysis
article

Optimal control problems with free right end point

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Abstract

This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise continuous controls and the proof turns out to be very simple. We generalize the concept to the problem of optimal multiprocesses, to control problems with delays and to the control of Volterra integral equations. Furthermore, we discuss the problem on infinite horizon. Moreover, we state Arrow type sufficiency conditions. The optimality conditions are demonstrated on illustrative examples.

ArXiv.org
Openalex Percentile: Top 47%
Optimization and Variational Analysis
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Optimal control problems with free right end point · ArXiv.org (2025) | TGRS Research Map | TGRS