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arXiv · 1501.07855

Contact Geometry of the Pontryagin Maximum Principle

Tomoki Ohsawa
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Abstract

This paper gives a brief contact-geometric account of the Pontryagin maximum principle. We show that key notions in the Pontryagin maximum principle---such as the separating hyperplanes, costate, necessary condition, and normal/abnormal minimizers---have natural contact-geometric interpretations. We then exploit the contact-geometric formulation to give a simple derivation of the transversality condition for optimal control with terminal cost.

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Tomoki Ohsawa. 2015-03-09. Contact Geometry of the Pontryagin Maximum Principle. https://doi.org/10.1016/j.automatica.2015.02.015

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