ISSN 0081-5438, Proceedings of the Steklov Institute of Mathematics, 2019, Vol. 304, pp. 1–7.


c Pleiades Publishing, Ltd., 2019.
Russian Text 
c The Author(s), 2019, published in Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2019, Vol. 304, pp. 7–14.

History of the Discovery

of the Pontryagin Maximum Principle
R. V. Gamkrelidze a
Received September 14, 2018; revised September 14, 2018; accepted January 18, 2019

Abstract—We briefly describe the history of the discovery of the Pontryagin maximum princi-
ple in optimal control theory in the mid-1950s by Academician L. S. Pontryagin in collaboration
with his students—V. G. Boltyanskii and the author of the present paper—who were then young
scientists at the Department of Differential Equations headed by Pontryagin at the Steklov
Mathematical Institute.
DOI: 10.1134/S0081543819010012

1. A BRIEF HISTORICAL INTRODUCTION

The mathematical theory of optimal control finally formed as an independent branch of mathe-
matics in the second half of the last century, mainly due to the needs of applied problems of new type
that turned out to be completely intractable by the classical calculus of variations. The inapplicabil-
ity of the classical methods could be easily explained: most problems were described by controlled
differential equations that were linear with respect to control parameters; hence, these were strongly
degenerate (in the classical sense) problems with the corresponding Hessian identically equal to zero.
The discovery of the Pontryagin maximum principle in the mid-1950s at the Steklov Mathe-
matical Institute, Academy of Sciences of the USSR, was the culmination of the initial stage of
development of the new theory. This discovery was made by Academician Lev Semenovich Pontrya-
gin together with his students—V. G. Boltyanskii and the author of the present paper—who were
young scientists of the institute that time.
The development level of engineering science on optimization in the early 1950s can be judged
by the following characteristic story with the well-known example of time-optimal synthesis on the
phase plane (x, ẋ) for the harmonic oscillator

ẍ + x = u, |u| ≤ 1.

The synthesis was contained in the Princeton thesis of Bushaw [2] of 1952 and was recognized
by specialists as an outstanding scientific achievement. The description of the synthesis reached
Moscow in 1953, without proof, and, in spite of all efforts, the proof could not be restored for a long
time. Only after the formulation of the Pontryagin maximum principle, Bushaw’s synthesis was
easily interpreted: it turned out to be a straightforward consequence of the maximum principle.

2. PONTRYAGIN’S SEMINAR ON APPLIED PROBLEMS IN MATHEMATICS

In 1954, Pontryagin organized a seminar on applied problems in mathematics at the Mathe-
matical Institute, without implying a special analysis of control problems or, even more so, optimal
control problems. By this time, he completely ceased his activities in algebraic topology, where
he undoubtedly was one of the most influential global leaders in the 1930s and the first half of
a Steklov Mathematical Institute of Russian Academy of Sciences, ul. Gubkina 8, Moscow, 119991 Russia.

E-mail address: gam@ipsun.ras.ru

1
2 R. V. GAMKRELIDZE

the 1940s. I think that such radical changes in his creative activity, which influenced all his subse-
quent intellectual life, were due to psychological reasons rather than to simple curiosity or scientific
interest in certain fields of applied mathematics.
By the beginning of the 1950s, Pontryagin became firmly convinced that the era of dominance
of Moscow topology came to an end, and the solution of hard current problems in topology required
completely new methods, including those initiated in the 1940s by French mathematicians. He
decided to abandon topology and use his experience and talents of a mathematician in applied
fields.
His expertise in the theory of dynamical systems was quite deep, and he already had some
experience of research in this field. His publications in this direction included even the famous joint
paper [1] with the well-known Soviet physicist Academician Andronov, in which the authors intro-
duced the concept of structural stability, which later played an important role in the development of
the theory of dynamical systems. Therefore, the first sessions of the seminar were devoted to some
problems of the theory of dynamical systems, including those of asymptotic theory of singularly
perturbed nonlinear oscillations with a small parameter at the highest order derivative.
Soon after the start of its work at the Mathematical Institute, Pontryagin’s seminar became
an attractive center for many leading specialists in applied fields of mathematics, and we often
hosted speakers from various scientific centers of the USSR. Pontryagin got involved in optimization
problems quite accidentally, after a meeting with two military experts in the aerodynamics of flying
vehicles.
They discussed a time-optimal problem for an aircraft that was described by a fifth-order dif-
ferential equation with three scalar control parameters. Two of these parameters were bounded and
appeared in the equations linearly; hence, it was clear from the very beginning that the extremals
of the problem cannot be found by the classical method, i.e., as solutions to the Euler–Lagrange
equations. After a few short and unsuccessful attempts to find a solution to the formulated specific
problem, Pontryagin came to the conclusion that the problem should be posed in a general form, and
one should first find some general principles for its solution that could then be applied to specific
cases. I remember he even said half-jokingly, “We should invent a new calculus of variations.”
Finally, he formulated a time-optimal problem in a form that has now become generally accepted
(sometimes including details of notation).

3. THE ORIGINAL PRESENTATION OF PONTRYAGIN AT THE SEMINAR

After three sleepless nights (Pontryagin suffered from severe insomnia, which developed in his
youth as a result of continuous study of mathematics all night long in bed), he introduced a control
equation
dx
= f (x, u), x, f ∈ Rn , u ∈ U ⊂ Rr , (1)
dt
where u is a control parameter with values in a given set U ; he formulated a concept of time
optimality for the equation and proposed a method for calculating the extremals of the problem,
which is described below. By the way, the notation u for the control parameter, which is the
transliteration of the first letter in the Russian word “управление” (control), is commonly accepted
in most modern texts on optimization, irrespective of the language in which they are written.
For the reasons mentioned above (the linearity of problems in u and, as a consequence, the
boundedness of u itself), it was clear that the set U of admissible values of the control parameter
should naturally be assumed closed or compact. Nevertheless, Pontryagin decided to begin at this
early stage with the simplest case of an open U . Then the time-optimal problem formulated by him
turns out to be equivalent to the general Lagrange problem of the classical calculus of variations, and
one might be tempted to reformulate the Euler–Lagrange method of obtaining extremals as applied

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 HISTORY OF THE DISCOVERY OF THE MAXIMUM PRINCIPLE 3

to the time-optimal problem in question. However, his choice was not so trivial: he started to
directly solve the variational problem and obtained a completely new type of necessary extremality
conditions, which later served as a basis for the discovery of the maximum principle.
He presented the results at the seminar, and now I proceed to give an account of them by
exactly (including the notation) reproducing Pontryagin’s talk. For brevity, I only apply the vector
notation instead of the index notation used by him during the talk.
Given the control equation (1), consider a time-optimal problem with fixed endpoints x0 and x1 :
⎧
⎨ d x(t) = f (x(t), u(t)), u(t) ∈ U, x(t ) = x , x(t ) = x ,
0 0 1 1
dt (2)
⎩
t1 − t0 = min ∀t0 ≤ t ≤ t1 .
The simple duality considerations described below led Pontryagin to the analysis of the following
adjoint (linear homogeneous) equation in an “auxiliary variable,” a covector ψ:
dψ ∂f
= −ψ (x, u). (3)
dt ∂x
The system obtained by combining equations (1) and (3) turned out to be a “clue” to solving the
whole problem and allowed him to formulate the following necessary condition, the original version
of the maximum principle, which is satisfied by an arbitrary solution x(t), u(t) of problem (2).
Original necessary optimality condition. Let x(t), u(t), t ∈ J, be a solution to the time-
optimal problem (2). Then there exists a nonzero covector function ψ(t), t ∈ J, that satisfies the
system
⎧
⎪ d
⎪
⎪ x(t) = f (x(t), u(t)),
⎪ dt
⎨
d ∂f (4)
⎪
⎪ ψ(t) = −ψ(t) (x(t), u(t)),
⎪
⎪ dt ∂x
⎩
x(t0 ) = x0 , ψ(t0 ) = 0, u(t) ∈ U
(of vector differential equations of order 2n with given initial data) and the r finite (scalar ) equations
∂f
ψ(t) (x(t), u(t)) = 0 ∀t ∈ [t0 , t1 ], i = 1, . . . r, (5)
∂ui
which serve to eliminate the r-dimensional parameter u and thus define, generally speaking, a unique
solution to system (4), (5).
Proof. Let δu(t), t ∈ [t0 , t1 ], be an admissible variation of the optimal control u(t) and δx(t)
be the corresponding (first) variation of the optimal trajectory x(t), which satisfy the linear (inho-
mogeneous) “variational equation”
d ∂f ∂f
δx(t) = (x(t), u(t))δx(t) + (x(t), u(t))δu(t), δx(t0 ) = 0. (6)
dt ∂x ∂u
Since the admissible set U is assumed to be open and equation (6) is linear, one can assume that the
variations δu(t) are arbitrary piecewise continuous functions, which is crucial for the whole proof.
Introducing fundamental matrices Φ(t) and Ψ(t) of solutions to the homogeneous part of equa-
tion (6) and to the corresponding adjoint equation,
⎧
⎪
⎪ d ∂f
⎪
⎪ Φ(t) = (x(t), u(t))Φ(t),
⎪
⎨ dt ∂x
d ∂f (7)
⎪
⎪ Ψ(t) = −Ψ(t) (x(t), u(t)),
⎪
⎪ dt ∂x
⎪
⎩
Φ(t) = Ψ−1 (t) ∀t ∈ [t0 , t1 ],

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4 R. V. GAMKRELIDZE

we represent the solution δx(t) of the inhomogeneous equation (6) as

t
∂f
δx(t) = Φ(t) Ψ(τ ) (x(τ ), u(τ ))δu(τ ) dτ, t0 ≤ t ≤ t1 . (8)
∂u
t0

Consider the linear mapping—from the vector space of all variations δu(t) to the space Rn —defined
by formula (8) with t = t1 , {δu(t), t0 ≤ t ≤ t1 } → δx(t1 ). The image of this mapping is a
subspace Π ⊂ Rn , with Γ = x(t1 ) + Π being a plane passing through the terminal point x(t1 ) of the
trajectory x(t). Since the trajectory is optimal, it follows from elementary topological considerations
that Π cannot coincide with the whole space Rn . Hence, its dimension is at most n − 1, and there
exists a nonzero covector χ orthogonal to Π:

∃χ = 0 : χ · δx(t1 ) = 0 ∀δx(t1 ) ∈ Π.

Thus, for an arbitrary variation δu(τ ), we have

⎧
⎪
⎪ t1 t1
⎪
⎨ χ · δx(t1 ) = χΦ(t1 ) Ψ(τ ) (x(τ ), u(τ ))δu(τ ) dτ = ψ(τ ) ∂f (x(τ ), u(τ ))δu(τ ) dτ = 0,
∂f
∂u ∂u (9)
⎪
⎪ t0 t0
⎪
⎩
ψ(t) = χΦ(t1 )Ψ(t), t0 ≤ t ≤ t1 , ψ(t1 ) = χ = 0.
The nonzero function ψ(t) on the interval [t0 , t1 ] satisfies the homogeneous equation (5), which is
adjoint to the homogeneous part of the variational equation (6). Finally, since the variations δu(t)
are arbitrary piecewise continuous functions (because the set U of admissible values of the control
is open), equations (9) imply the r finite equations (5), which completes the proof. 

4. PONTRYAGIN’S INTERPRETATION OF THE RESULTS

AND THE BEGINNING OF JOINT STUDIES
As soon as equations (4) and (5) had been obtained, Pontryagin recognized the crucial role of
the covector function ψ(t) and the adjoint equation (3) for the proposed description of extremals
and for the whole problem. He considered the r finite equations (5) as conditions that eliminate
the r-dimensional control parameter u from system (4), thus allowing to uniquely solve the system
of differential equations (4) with a parameter for a given initial value of x, x(t0 ) = x0 , and for an
arbitrary nonzero initial value of ψ.
All solutions of system (4) that are obtained in this way were declared extremals of the time-
optimal problem, and optimal solutions should be sought among the projections of the extremals onto
the x-space.
After the talk, Pontryagin proposed Boltyanskii and me, his former postgraduates and close and
active colleagues that time, to join him in the study of the problem in question. That time Boltyan-
skii was a junior research fellow at the Mathematical Institute, an assistant of Pontryagin, and
helped him in everyday calculations and in editing manuscripts; I was also a junior research fellow
at the Department of Differential Equations headed by Pontryagin. We decided that Pontryagin
and Boltyanskii would study the character of dependence of extremals on the initial values of ψ,
which was subsequently transformed into an optimal synthesis problem. Considering this decision
retrospectively, one can say that at that early stage, even before the formulation of the maximum
principle, the decision made could not be successful. I was under the impression of Pontryagin’s
talk and the efficiency of his simple topological considerations of duality and decided to apply them
to variations up to the second order inclusive. Quite unexpectedly, the success came precisely from
this side.

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 HISTORY OF THE DISCOVERY OF THE MAXIMUM PRINCIPLE 5

5. SECOND VARIATION
An extremal, i.e., an arbitrary nontrivial solution of system (4), is said to be regular if the
quadratic form of δu,
 

∗ ∂ 2 f (x(t), u(t)) 
δu ψ(t) δu, t ∈ [t0 , t1 ], (10)
∂ui ∂uj 

is nondegenerate along this extremal for all t ∈ [t0 , t1 ]. The study of the second variation of the
time-optimal trajectory led me to the following main result.
If a trajectory x(t), t0 ≤ t ≤ t1 , is time-optimal and the corresponding extremal ψ(t), x(t) is
regular, then the quadratic form (10) is negative definite for all t ∈ [t0 , t1 ] (for an appropriately
chosen direction of the covector ψ(t1 )):
 

∗ ∂ 2 f (x(t), u(t)) 
δu(t) ψ(t) δu(t) ≤ 0 ∀t ∈ [t0 , t1 ]. (11)
∂ui ∂uj 

After inequality (11) had been written out, I finally noticed that the scalar function H of ψ, x,
and u,
H(ψ, x, u) = ψf (x, u), (12)

allows one to easily and concisely reformulate all the results obtained by that time in canonical
terms with Hamiltonian H. These results are listed below.
A. The original Pontryagin system (4), together with the system of r finite equations (5) for
obtaining the extremals of the problem, can be expressed as the canonical system with Hamilto-
nian H,
⎧
⎪ dx(t) ∂H
⎪
⎨ dt = ∂ψ (ψ(t), x(t), u(t)),
(13)
⎪
⎪ dψ(t) ∂H
⎩ =− (ψ(t), x(t)u(t)),
dt ∂x
and the system of r scalar equations
∂H
(ψ(t), x(t), u(t)) = 0 ∀t ∈ [t0 , t1 ], i = 1, . . . , r, (14)
∂ui
according to which every point of an extremal is a stationary point for the Hamiltonian H with
respect to the parameter u.
B. The regularity of an extremal in these “canonical terms” is expressed as the nonvanishing of
the Hessian of H with respect to the variables ui along the extremal:
 2 
 ∂ H 
Hess|u H(ψ(t), x(t), u(t)) = det 
def
 ∂ui ∂uj (ψ(t), x(t), u(t)) = 0 ∀t ∈ [t0 , t1 ], i = 1, . . . , r. (15)

C. Finally, the negative definiteness of the form (10) along a regular extremal implies, according
to (11), the local maximality of the Hamiltonian H with respect to u at every point of the extremal.
Thus, in the regular case, extremals are solutions of the canonical system (13), and, according
to equations (14), every point of an extremal is a stationary point of the Hamiltonian H = ψf (x, u)
with respect to the variable u; hence, inequality (11) implies that along every regular extremal the
Hamiltonian H attains a local maximum in u.
I decided to immediately test the obtained “weak version” of the oncoming (not yet formulated)
maximum principle on the extremals of the Bushaw oscillator, which are “illegitimate” for this

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6 R. V. GAMKRELIDZE

purpose. Surprisingly easily, I obtained the full picture of its synthesis. I quickly phoned Pontryagin
to inform about the progress in the study of our problem. We met the same day, and I gave him a
detailed account of all the results described above.
He accepted the Hamiltonian structure of his equations quite calmly; I think he did not see
any additional arguments for calculating extremals in this fact. However, the condition of local
maximality of H with respect to u along an extremal and the synthesis of the Bushaw oscillator
impressed him no less than me, and he did not try to conceal this fact: being rather reserved by
nature, he was nevertheless completely free of “natural” haughtiness, which is so characteristic of
outstanding talents. In subsequent years, I always remembered this meeting as the greatest reward
for our joint achievements.

6. FORMULATION OF THE MAXIMUM PRINCIPLE BY PONTRYAGIN

The next day Pontryagin called me up early in the morning and formulated the maximum
principle right over the phone in the currently accepted form, without any additional conditions
that could restrict its applicability.
Any time-optimal trajectory x(t) of problem (1) is a projection onto the x-space of an appropri-
ately chosen extremal of the problem, i.e., of a nontrivial solution

x(t), ψ(t), t0 ≤ t ≤ t1 , x(t0 ) = x0 , ψ(t0 ) = 0,

to the canonical system

dx ∂H dψ ∂H
= (ψ, x, u), =− (ψ, x, u)
dt ∂ψ dt ∂x
together with the maximum condition

(ψ(t), x(t), u(t)) = max H(ψ(t), x(t), v) ∀t ∈ [t0 , t1 ]

v∈U

and the inequality

ψ(t1 )f (x(t1 ), u(t1 )) ≥ 0

at the terminal instant of time t1 , with the Hamiltonian

H(ψ, x, u) = ψf (x, u)

parameterized by the control parameter u ∈ U .

7. PROOF OF THE MAXIMUM PRINCIPLE BY BOLTYANSKII

After the maximum principle had been formulated, there was a relatively long period of searching
for its proof, of course without any additional regularity conditions.
During this period, a complete linear optimization theory was constructed without any signif-
icant new complications; the maximum principle was extended to general optimization problems
(with an integral functional of arbitrary form to be minimized); the maximum principle was obtained
for problems with bounded state coordinates; and, finally, a whole series of long-standing nontrivial
applied problems were synthesized with surprising ease.
The rich “experimental” harvest left no doubt about the validity of the maximum principle,
except for some insignificant details that could only be of secondary value. Pontryagin was happy
that the scientific and engineering community of the world fully accepted the maximum principle in
appropriate fields of control science immediately after its first successful tests, and he did not care

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 HISTORY OF THE DISCOVERY OF THE MAXIMUM PRINCIPLE 7

a bit for rare critical remarks of “pure mathematicians.” However, in spite of all these achievements,
the maximum principle, being a mathematical theorem rather than a “natural-science principle,”
needed a mathematical proof.
Finally, after about eight months of search, the proof was obtained by Boltyanskii, who intro-
duced a new type of variations, the so-called needle variations of the control parameter. These
variations vanish on the whole time axis except for several intervals of small total length, where
they can take arbitrary admissible values. An important property of needle variations is that one
can always take their convex combinations irrespective of the form of the set U , which generates
a sufficiently rich attainability set. Using these variations, Boltyanskii could prove the maximum
principle in full generality, without any additional assumptions on the regularity of the problem.
This was a significant contribution of Boltyanskii to the solution of the problem. The very con-
struction of variations was highly original (especially after simplifications proposed by Pontryagin)
and made a very useful contribution to the arsenal of general methods of mathematical analysis.
The final results were summarized in our joint monograph The Mathematical Theory of Optimal
Processes [3], which was published in 1961. Pontryagin also involved E. F. Mishchenko—one of
his most active young colleagues that time—in writing this book; Mishchenko was the author of
the last chapter of the book, on a statistical problem in optimization theory. In parallel, the book
was published in English [4] in the USA by a division of John Wiley & Sons publishers. The
English translation was edited by L. Neustadt, a well-known American specialist in optimization,
who was one of the first to master the new methods coming from Moscow. Subsequently, Neustadt
maintained close scientific contacts with us during the whole short period of his remaining days.

CONCLUDING REMARKS
The development of optimal control theory that followed the discovery of the Pontryagin maxi-
mum principle can be primarily characterized as a rich harvest due to the successful application of
the maximum principle not only to pure optimization problems but also to a number of classical and
more modern branches of mathematics where the classical calculus of variations was traditionally
used; these are, for example, Riemannian and sub-Riemannian geometries.
It is remarkable that all further development of the theory was aimed at extending the class
of optimization problems under study rather than at generalizing the maximum principle itself.
For example, in such fields as nondifferentiable optimization or infinite-dimensional optimization
(partial differential equations), the corresponding necessary optimality conditions were formulated
(in the first order) by analogy with the maximum principle.

REFERENCES
1. A. A. Andronov and L. S. Pontryagin, “Structurally stable systems,” Dokl. Akad. Nauk SSSR 14 (5), 247–250
(1937).
2. D. W. Bushaw, “Differential equations with a discontinuous forcing term,” PhD Thesis (Princeton Univ., Prince-
ton, NJ, 1952).
3. L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko, The Mathematical Theory of
Optimal Processes (Fizmatgiz, Moscow, 1961) [in Russian].
4. L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko, The Mathematical Theory of
Optimal Processes, Ed. by L. W. Neustadt (Interscience, New York, 1962).

Translated by I. Nikitin

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