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Problem:

I have to give the minima, subject to $x'(t) = u(t)$, $x(0) = 0$ and $x(1) = 1$ of the following function:

$\int_0^1 u(t) dt$

I have to find this minima using the Pontryagin's Maximum Principle.


What we have so far:

  • $H = pu- \lambda_0 u$

  • $x' = \hat{H_p}=u$

  • $p' =0$

  • $p-\lambda_0=0 \iff p=\lambda_0$

Exclude bad case: if $\lambda_0=0 \iff p=0$, and this cannot happen, since they cannot both be zero. So we choose $\lambda_0=1$

$H_u=p-1$, Since $p=\lambda_0=1, H_u=0$


Can anyone please help us!

Nedellyzer
  • 1,174

0 Answers0