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Part 7 Optimization in Functional Space

Explore the formulation and application of Pontryagin’s Maximum Principle, Hamiltonian function, and necessary conditions for function optimization in this guide. Learn how to use the gradient method, computation procedures, and transversality conditions through examples. Uncover the importance of terminal time in functional space optimization.

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Part 7 Optimization in Functional Space

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  1. Part 7 Optimization in Functional Space 7.3 Pontryagin’s Maximum Principle

  2. Problem Formulation

  3. Hamiltonian Function

  4. First Variation

  5. Necessary Conditions

  6. Transversality Conditions

  7. Example

  8. Gradient Method

  9. Computation Procedure

  10. Unspecified Terminal Time

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