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Article Dans Une Revue Numerical Algebra, Control and Optimization Année : 2013

Carathéodory's royal road of the calculus of variations: Missed exits to the maximum principle of optimal control theory

Hans-Josef Pesch
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Résumé

The purpose of the present paper is to show that the most prominent results in optimal control theory, the distinction between state and control variables, the maximum principle, and the principle of optimality, resp. Bellman's equation are immediate consequences of Carathéodory's achievements published about two decades before optimal control theory saw the light of day.

Dates et versions

hal-00916629 , version 1 (10-12-2013)

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Citer

Hans-Josef Pesch. Carathéodory's royal road of the calculus of variations: Missed exits to the maximum principle of optimal control theory. Numerical Algebra, Control and Optimization, 2013, 3 (1), pp.161 - 173. ⟨10.3934/naco.2013.3.161⟩. ⟨hal-00916629⟩

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