Carathéodory's royal road of the calculus of variations: Missed exits to the maximum principle of optimal control theory - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Numerical Algebra, Control and Optimization Year : 2013

Carathéodory's royal road of the calculus of variations: Missed exits to the maximum principle of optimal control theory

Hans-Josef Pesch
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Abstract

The purpose of the present paper is to show that the most prominent results in optimal control theory, the distinction between state and control variables, the maximum principle, and the principle of optimality, resp. Bellman's equation are immediate consequences of Carathéodory's achievements published about two decades before optimal control theory saw the light of day.

Dates and versions

hal-00916629 , version 1 (10-12-2013)

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Hans-Josef Pesch. Carathéodory's royal road of the calculus of variations: Missed exits to the maximum principle of optimal control theory. Numerical Algebra, Control and Optimization, 2013, 3 (1), pp.161 - 173. ⟨10.3934/naco.2013.3.161⟩. ⟨hal-00916629⟩
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