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Concept
Pontryagin's Minimum Principle
Pontryagin's Minimum Principle
is a fundamental result in
optimal control theory
, providing necessary conditions for an
optimal control problem
to be solved by
minimizing the Hamiltonian
. It is particularly useful for systems governed by
differential equations
, where it helps in determining the
control laws
that optimize a given
performance criterion
over a
specified time period
.
Relevant Degrees
Differential and Integral Equations 50%
Computational Mathematics 30%
Probability and Statistics 20%
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