Paper 4, Section II, I
Part II, 2009
Explain how transversality conditions can be helpful when employing Pontryagin's Maximum Principle to solve an optimal control problem.
A particle in starts at and follows the dynamics
where controls and are to be chosen subject to .
Using Pontryagin's maximum principle do the following:
(a) Find controls that minimize ;
(b) Suppose we wish to choose and the controls to minimize under a constraint . By expressing both and in terms of the adjoint variables, show that on an optimal trajectory,