Derivation of a maximum principle for descriptor systems without an admissible initial condition assumption

In this paper, we derive a maximum principle for descriptor systems via the dynamic programming method. By using this method, we can avoid the admissible initial condition assumption in the derivation of the maximum principle, which is required in the other papers. Therefore, the results obtained in this paper can extend the domain of application of the maximum principle for descriptor systems. An illustrative example without the admissible initial condition assumption is given to show the application of the maximum principle for descriptor systems.