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The Hybrid Maximum Principle is a consequence of Pontryagin Maximum Principle

Andrei Dmitruk (dmitruk***at***member.ams.org)
Alexander Kaganovich (sm99***at***yandex.ru)

Abstract: We give a simple proof of the Maximum Principle for smooth hybrid control systems by reducing the hybrid problem to an optimal control problem of Pontryagin type and then by using the classical Pontryagin Maximum Principle.

Keywords: hybrid system, optimal control problem, Pontryagin Maximum Principle, endpoint constraints, jumps in adjoint variables, transversality conditions

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 2: Nonlinear Optimization (Systems governed by Differential Equations Optimization )

Citation: A.V. Dmitruk, A.M. Kaganovich. The Hybrid Maximum Principle is a consequence of Pontryagin Maximum Principle, Systems & Control Letters, 2008, Vol. 57, no. 11, p. 964-970.

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Entry Submitted: 11/02/2006
Entry Accepted: 11/02/2006
Entry Last Modified: 01/07/2009

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