The deterministic maximum principle for differential systems with a general cost functional |
| |
| Authors: | Shuzhen Yang |
| |
| Affiliation: | Institution of Financial Studies, Shandong University, Jinan, Shandong 250100, China |
| |
| Abstract: | In this study, a deterministic optimal control problem is investigated in which the system is governed by an ordinary differential equation with a general cost functional. In the framework of Fréchet derivatives, we establish the maximum principle with the Hamilton systems for this optimal control problem. Copyright © 2016 John Wiley & Sons, Ltd. |
| |
| Keywords: | ordinary differential equation maximum principle hamilton systems |
|
|
