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4.3.1 Changes of variables

Some control problems that we are interested in do not fit into the setting of the Basic Fixed-Endpoint or Variable-Endpoint Control Problem. We now want to discuss several such scenarios and, for each one, to arrive at the correct statement of the maximum principle. One way to do this is to formally reduce a problem at hand to one of the two basic problems considered above by changing variables; the changes of variables that we will use were already discussed in Section 3.3. Another approach is to adapt the proof of the maximum principle to these new situations; this task can be somewhat more challenging but also more insightful as it helps us better understand the proof. These various cases also help clarify why we say ``maximum principle" (rather than calling it a theorem): this terminology reflects the fact that specific versions of the result for different problems are different, but share the same basic features.



Subsections
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Daniel 2010-12-20