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Short course on the Pontryagin maximum principle
There is a series of five lectures on the Pontryagin Maximum Principle (PMP) which are given by Natalia Dmitruk in the scope of the lecture Optimal Control. A description of the course content can be found below.Lecturer
Natalia DmitrukInstitute of Mathematics
Belarussian Academy of Sciences, Minsk
Time and Place
- Fr. 27.1. 11:30-13.00, V 9.22, L1
- Mi. 1.2. 11.30-13.00, V 9.31, L2
- Fr. 3.2. 11:30-13.00, V 9.22, L3
- Mi. 8.2. 11.30-13.00, V 9.31, L4
- Fr. 10.2. 11:30-13.00, V 9.22, L5
Course contents
L1-L2: Statement of PMP; discussion on how to use it, problems for which the PMP is also a sufficient optimality condition, relations with DP and Lagrange multiplier rule; proof of PMP.
L3: Optimal control to a manifold -- transversality conditions; boundary conditions on initial state.
L4: Optimal control problems with free time; time-optimal control; synthesis of optimal feedbacks via PMP in linear time-optimal control problems.
L5: If there is time left, there will be a brief discussion of examples where nothing is so simple as it may seem. Singular optimal controls; chattering regimes; PMP for discrete time systems; state constraints...
Universität Stuttgart
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