The maximum principle is formulated and proved first for control problems with fixed terminal time. As an application, a new derivation of the solution to the linear regulator problem is given. Next the maximum principle for impulse control problems and for time-optimal problems are discussed. In the latter case an essential role is played by the separation theorems for convex sets.
CITATION STYLE
Zabczyk, J. (2020). The maximum principle. In Systems and Control: Foundations and Applications (pp. 177–194). Birkhauser. https://doi.org/10.1007/978-3-030-44778-6_12
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