Proof of the Maximum Principle
This chapter is devoted to the proof of the maximum principle, Theorem V.3.1. We shall actually prove a theorem that is more general than the maximum principle and shall obtain the maximum principle as a special case of this theorem. An essential property of an optimal trajectory is used to motivate the introduction of a concept called ℱ-N extremality. A necessary condition for ℱ-N extremality is then stated (Theorem 3.1 of this chapter), and it is shown how this implies Theorem V.3.1.
KeywordsMaximum Principle Compact Interval Relative Interior Optimal Pair Fundamental Matrix Solution
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