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Carathéodory on the Road to the Maximum Principle

Abstract : On his Royal Road of the Calculus of Variations, the genious Constantin Carathéodory found several exits -- and missed at least one -- from the classical calculus of variations to modern optimal control theory, at this time, not really knowing what this term means and how important it later became for a wide range of applications. How far Carathéodory drove into these exits will be highlighted in this article. These exits are concerned with some of the most prominent results in optimal control theory, the distinction between state and control variables, the principle of optimality known as Bellman's equation, and the maximum principle. These acchievements either can be found in Carathéodory's work or are immediate consequences of it and were published about two decades before optimal control theory saw the light of day with the invention of the maximum principle by the group around the famous Russian mathematician Pontryagin.
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Submitted on : Tuesday, December 10, 2013 - 3:08:08 PM
Last modification on : Monday, March 21, 2016 - 11:33:48 AM


  • HAL Id : hal-00916649, version 1



Hans-Josef Pesch. Carathéodory on the Road to the Maximum Principle. Documenta Mathematica, Universität Bielefeld, 2012, Optimization Stories, pp.317-329. ⟨hal-00916649⟩



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