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Transactions of the American Mathematical Society

Published by the American Mathematical Society, the Transactions of the American Mathematical Society (TRAN) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6850 (online) ISSN 0002-9947 (print)

The 2020 MCQ for Transactions of the American Mathematical Society is 1.43.

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Euler-Lagrange and Hamiltonian formalisms in dynamic optimization
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by Alexander Ioffe PDF
Trans. Amer. Math. Soc. 349 (1997), 2871-2900 Request permission

Abstract:

We consider dynamic optimization problems for systems governed by differential inclusions. The main focus is on the structure of and interrelations between necessary optimality conditions stated in terms of Euler–Lagrange and Hamiltonian formalisms. The principal new results are: an extension of the recently discovered form of the Euler–Weierstrass condition to nonconvex valued differential inclusions, and a new Hamiltonian condition for convex valued inclusions. In both cases additional attention was given to weakening Lipschitz type requirements on the set–valued mapping. The central role of the Euler type condition is emphasized by showing that both the new Hamiltonian condition and the most general form of the Pontriagin maximum principle for equality constrained control systems are consequences of the Euler–Weierstrass condition. An example is given demonstrating that the new Hamiltonian condition is strictly stronger than the previously known one.
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Additional Information
  • Alexander Ioffe
  • Affiliation: Department of Mathematics, The Technion, Haifa 32000, Israel
  • MR Author ID: 91440
  • Email: ioffe@math.technion.ac.il
  • Received by editor(s): January 23, 1995
  • Received by editor(s) in revised form: January 17, 1996
  • Additional Notes: The research was supported by the USA–Israel BSF grant 90–00455, by the Fund of Promotion of Science at the Technion grant 100-954 and in later stages, by the NSF grant DMS 9404128
  • © Copyright 1997 American Mathematical Society
  • Journal: Trans. Amer. Math. Soc. 349 (1997), 2871-2900
  • MSC (1991): Primary 49K24, 49K15; Secondary 34A60, 34H05
  • DOI: https://doi.org/10.1090/S0002-9947-97-01795-9
  • MathSciNet review: 1389779