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Lecture 3. The maximum principle In the last lecture, we learned calculus of variation (CoV). The key idea of CoV for the minimization problem min u∈U J(u) can be summarized as follows. 1) Assume u∗ is a minimizer, and choose a one-parameter variation uϵ s.t. u0 = u∗ and uϵ ∈ U for ϵ small. 2) The function ϵ 7→ J(uϵ) has a minimizer at ϵ = 0. Thus it satisfies the first and second order necessary
https://www.control.lth.se/fileadmin/control/Education/DoctorateProgram/Optimal_Control/2023/Lecture3.pdf - 2025-12-19
