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A proof of the minimum principle using flows. (English) Zbl 0721.49020
Using the theory of flows the effect of a perturbation of an optimal control is explicitly calculated. The minimum principle follows by differentiating the corresponding change in cost. The adjoint process is obtained together with its dynamical equation.
Reviewer: R.J.Elliott
MSC:
49K15 Optimality conditions for problems involving ordinary differential equations
93B35 Sensitivity (robustness)
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