Abstract
In practical problems certain essential constraints are usually imposed on the control set. For such problems the necessary conditions for optimal control stated in the preceding chapter are, in general, not suitable. Necessary conditions for optimality in such problems are furnished by Pontryagin’s maximum principle, which is the subject of this chapter. It turns out that only the stationarity condition needs to be modified, whereas all other necessary conditions for optimal control preserve the form [1, 2, 7, 8, 15].
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