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The lagrange multiplier rule for multi-dimensional problems of optimal control
Authors:Rolf Klötzler
Affiliation:(1) Sektion Mathematik, Universität Leipzig, Augustus-Platz 10, D-O-7010 Leipzig, Germany
Abstract:
In this paper a modified form of Pontryagin's maximum principle is developed, which also holds for problems of optimal control with respect to functions of several independent variables.
Keywords:Lagrange multiplier rule  Pontryagin's maximum principle  optimal control
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