Maximum principle for optimal control of two-directionally continuous linear repetitive processes

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Abstract

In the paper, maximum principle for a two-directionally continuous variant of a linear autonomous repetitive process with cost functional depending on a fixed “end-function” is obtained. Maximum condition has a pointwise form, a conjugate system has a Fornasini-Marchesini form. The result is derived from the extremum principle for smooth-convex problems, due to Ioffe and Tikhomirov.

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