S-Space College of Natural Sciences (자연과학대학) Dept. of Mathematical Sciences (수리과학부) Theses (Master's Degree_수리과학부)
On The Pontryagin Maximum Principle For Optimal Control Problems
- 자연과학대학 수리과학부
- Issue Date
- 서울대학교 대학원
- Continuous system ; Discrete system ; Hamilton's equations ; Optimal control ; Pontryagin maximum principle
- 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2017. 2. 하승열.
- The purpose of this thesis is to present a survey on the Pontryagin maximum principle. The main purpose of optimal control theory is to find an optimal control and its corresponding optimal trajectory. However, due to the hardness of finding an optimal solution of a given system directly, it is useful to use necessary conditions for optimal solutions. In this thesis, we introduce Pontryagin maximum principle for discrete and continuous systems and provide their proofs. We also find an optimal control for some specific examples with the necessary condition.