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6 Lecture 6. Final step of the proof of MP and a start of DP 6.1 The proof of the maximum principle (finally!) In our previous lecture, we started proving the maximum principle for the Mayer problem ẋ = f(x, u) with cost J = φ(x(tf )) under the constraint u(t) ∈ U , x(tf ) ∈ M . The basic tool for the proof is the method of tent. To that end, we defined the following tents: Ω0 = {x1} ∪ {x : φ(x)
https://www.control.lth.se/fileadmin/control/Education/DoctorateProgram/Optimal_Control/2023/lec6.pdf - 2026-05-03
