On the proof of Pontryagin's maximum principle by means of needle variations

TL;DR

This paper presents a novel proof of Pontryagin's maximum principle for optimal control problems using needle variations, reducing the problem to finite-dimensional cases and deriving a universal optimality condition.

Contribution

It introduces a new proof method based on packages of needle variations and the concept of centered family of compacta, providing a unified necessary condition.

Findings

Proof of maximum principle using needle variations

Reduction to finite-dimensional problems

Derivation of a universal optimality condition

Abstract

We propose a proof of the maximum principle for the general Pontryagin type optimal control problem, based on packages of needle variations. The optimal control problem is first reduced to a family of smooth finite-dimensional problems, the arguments of which are the widths of the needles in each packet, then, for each of these problems, the standard Lagrange multipliers rule is applied, and finally, the obtained family of necessary conditions is "compressed" in one universal optimality condition by using the concept of centered family of compacta.