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A simple proof of the constancy of the Pontryagin Hamiltonian for autonomous problems

Delfim F. M. Torres

Abstract



We provide a new, simpler, and more direct proof of the well known fact that for autonomous optimal control problems the Pontryagin extremals evolve on a level surface of the respective Pontryagin Hamiltonian.

Keywords


optimal control, autonomous problems, constancy of the maximized Hamiltonian, Pontryagin maximum principle. Approximation

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