Minimum Principle of Pontryagin

Diadie, Sow (2011-12-15)


This Project is at the interface between Optimization, Functional analysis and Differential equation. It concerns one of the powerful methods often used to solve optimization problems with constraints; namely Minimum Pontryagin Method. It is more precisely an optimization problem with constrain, an ordinary differential equation. Their applications cover variational calculus as well as applied areas including optimization, economics, control theory and Game theory. But we shall focus on a branch linking minimization and differential equations. My interest in this subject has been steadily fascinated by the successive lectures delivered at the African University of Sciences and Technology by Prof. C. Chidume (Functional Analysis), Dr. N. Djitte (Sobolev spaces and linear elliptic partial differential equations,Topology and Variational method), Dr G. Degla (Topics in Differential Analysis) and Prof. Thibault (Measure and Integration theory )