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Contact Geometry of the Pontryagin Maximum Principle

Published 30 Jan 2015 in math.OC and math.SG | (1501.07855v2)

Abstract: This paper gives a brief contact-geometric account of the Pontryagin maximum principle. We show that key notions in the Pontryagin maximum principle---such as the separating hyperplanes, costate, necessary condition, and normal/abnormal minimizers---have natural contact-geometric interpretations. We then exploit the contact-geometric formulation to give a simple derivation of the transversality condition for optimal control with terminal cost.

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