42 research outputs found
Geometric Approach to Pontryagin's Maximum Principle
Since the second half of the 20th century, Pontryagin's Maximum Principle has
been widely discussed and used as a method to solve optimal control problems in
medicine, robotics, finance, engineering, astronomy. Here, we focus on the
proof and on the understanding of this Principle, using as much geometric ideas
and geometric tools as possible. This approach provides a better and clearer
understanding of the Principle and, in particular, of the role of the abnormal
extremals. These extremals are interesting because they do not depend on the
cost function, but only on the control system. Moreover, they were discarded as
solutions until the nineties, when examples of strict abnormal optimal curves
were found. In order to give a detailed exposition of the proof, the paper is
mostly self\textendash{}contained, which forces us to consider different areas
in mathematics such as algebra, analysis, geometry.Comment: Final version. Minors changes have been made. 56 page