Publication | Closed Access
A Discrete Version of Pontryagin's Maximum Principle
77
Citations
2
References
1967
Year
Mathematical ProgrammingNumerical AnalysisDiscrete VersionEngineeringExtremal Set TheoryBasic AlgorithmMaximum PrincipleExtremal CombinatoricsDiscrete MathematicsPoisson BoundaryApproximation Theory
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.
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