The Theory of Optimal Control and the Calculus of Variations

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Abstract:

The hamiltonian theory of the calculus of variations is formulated for a wide variety of problems in the theory of control. The hamiltonian function is constructed with the aid of the Minimum Principle, which is the counterpart of the same principle due to Pontryagin. The canonical differential equations of Hamilton are shown to imply Pontryagin's theorem. A number of concrete examples are included.

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