The Maximum Principle and Hamilton-Jacobi

Theory
Optimal Control
Dr. Hatem Elaydi
Islamic University of Gaza
EE Department

Spring 2012
Lecture 5
 4.1 Variational approach with terminal time
not fixed

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 4.2 Weierstrass-Erdmann Conditions

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 4.3 The Bolza Problem – No Inequality
Constraints

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 4.3.1 Continuous optimal control problem – fixed
beginning and terminal times – no inequality
constraints

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 Example 4.3.1

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 4.3.2 COCP - fixed beginning & unspecified
terminal times - no inequality constraints

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 4.4 The Bolza problem with inequality
constraints
 4.4.1 The maximum principle with control
variable inequality constraints

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