A Discrete Version of Pontryagin's Maximum Principle
- 1 February 1967
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 15 (1) , 139-146
- https://doi.org/10.1287/opre.15.1.139
Abstract
A basic algorithm of a discrete version of the maximum principle and its simplified derivation are presented. An example is solved to illustrate the use of the algorithm.Keywords
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