On global maximum of a convex terminal functional in optimal control problems
Necessary and sufficient global optimality conditions are stated and proved for the maximization of several types of optimal control problems. The most general problem considered has an endpoint objective function which is convex and equality and inequality constraints on the endpoint. For the problem with linear dynamics the maximum principle is derived from these optimality conditions. Several examples are provided.
scientific article; zbMATH DE number 836802
scientific article