Article ID: | iaor20115130 |
Volume: | 149 |
Issue: | 3 |
Start Page Number: | 474 |
End Page Number: | 493 |
Publication Date: | Jun 2011 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Arutyunov V, Karamzin Y, Pereira L |
Keywords: | control |
A maximum principle in the form given by R.V. Gamkrelidze is obtained, although without a priori regularity assumptions to be satisfied by the optimal trajectory. After its formulation and proof, we propose various regularity concepts that guarantee, in one sense or another, the nondegeneracy of the maximum principle. Finally, we show how the already known first‐order necessary conditions can be deduced from the proposed theorem.