The Lagrange multiplier rule for multi-dimensional problems of optimal control

The Lagrange multiplier rule for multi-dimensional problems of optimal control

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Article ID: iaor20083151
Country: Netherlands
Volume: 37
Issue: 1
Start Page Number: 403
End Page Number: 413
Publication Date: Dec 1992
Journal: Annals of Operations Research
Authors:
Keywords: lagrange multipliers, control processes
Abstract:

In this paper a modified form of Pontryagin's maximum principle is developed, which also holds for problems of optimal control with respect to functions of several independent variables.

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