2.II.29I

Optimization and Control | Part II, 2007

State Pontryagin's maximum principle in the case where both the terminal time and the terminal state are given.

Show that π\pi is the minimum value taken by the integral

1201(ut2+vt2)dt\frac{1}{2} \int_{0}^{1}\left(u_{t}^{2}+v_{t}^{2}\right) d t

subject to the constraints x0=y0=z0=x1=y1=0x_{0}=y_{0}=z_{0}=x_{1}=y_{1}=0 and z1=1z_{1}=1, where

x˙t=ut,y˙t=vt,z˙t=utytvtxt,0t1\dot{x}_{t}=u_{t}, \quad \dot{y}_{t}=v_{t}, \quad \dot{z}_{t}=u_{t} y_{t}-v_{t} x_{t}, \quad 0 \leqslant t \leqslant 1

[You may find it useful to note the fact that the problem is rotationally symmetric about the zz-axis, so that the angle made by the initial velocity (x˙0,y˙0)\left(\dot{x}_{0}, \dot{y}_{0}\right) with the positive xx-axis may be chosen arbitrarily.]

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