单词 | Pontryagin's maximum principle |
释义 | Pontryagin's maximum principle [´pän·trē`ä·gǝnz `mak·sǝ·mǝm ´prin·sǝ·pǝl] MATHEMATICS A theorem giving a necessary condition for the solution of optimal control problems: let θ(τ), τ0 ≤ τ ≤ T be a piecewise continuous vector function satisfying certain constraints; in order that the scalar function S = ∑cixi(T ) be minimum for a process described by the equation ∂xi /∂τ = (∂H /∂zi )[z(τ), x(τ), θ(τ)] with given initial conditions x(τ0) = x0 it is necessary that there exist a nonzero continuous vector function z(τ) satisfying dzi /dτ = -(∂H /∂xi )[z(τ), x(τ), θ(τ)], zi(T ) = -ci , and that the vector θ(τ) be so chosen that H[z(τ), x(τ), θ(τ)] is maximum for all τ, τ0 ≤ τ ≤ T. |
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