Mathematics – Optimization and Control
Scientific paper
2005-09-03
Mathematics
Optimization and Control
50 pages
Scientific paper
We derive necessary conditions for optimality in control problems governed by hyperbolic partial differential equations in Goursat-Darboux form. The conditions consist of a set of Hamiltonian equations in Goursat form, side conditions for the Hamiltonian equations, and an extremum principle akin to Pontryagin's maximum principle. The novel ingredient is that the domain over which the optimal control problem is posed is not rectangular. The non-rectangular nature of the domain affects the optimality conditions in a substantial way.
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