scholarly journals Necessary optimality condition for the minimal time crisis relaxing transverse condition via regularization

Author(s):  
Térence Bayen ◽  
Kenza Boumaza ◽  
Alain Rapaport

We derive necessary optimality conditions for the time of crisis problem under a more general hypothesis than the usual one encountered in the hybrid setting, which requires that any optimal solution should cross the boundary of the constraint set transversely. Doing so, we apply the Pontryagin Maximum Principle to a sequence of regular optimal control problems whose integral cost approximates the time of crisis. Optimality conditions are derived by passing to the limit in the Hamiltonian system (without the use of the hybrid maximum principle). This convergence result essentially relies on the boundedness of the sequence of adjoint vectors in L∞. Our main contribution is to relate this property to the boundedness in L1 of a suitable sequence which allows to avoid the use of the transverse hypothesis on optimal paths. An example with non-transverse trajectories for which necessary conditions are derived highlights the use of this new condition.

Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 9
Author(s):  
Adam Korytowski ◽  
Maciej Szymkat

An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on spike variations of control, it yields simple proofs and constructive necessary conditions, including some new characterizations of optimal control. Two examples are discussed.


2021 ◽  
Vol 21 (1) ◽  
pp. 89-104
Author(s):  
R.O. Mastaliyev ◽  

For optimal control problems, described by the Gursat-Darboux stochastic system, a number of first-order necessary optimality conditions are formulated and proved, which are the stochastic analogue - the Pontryagin maximum principle, the linearized maximum principle and the Euler equation.


Author(s):  
K. Kibalczyc ◽  
S. Walczak

AbstractIn this paper a control problem with a cost functional depending on the number of switchings and on the speed of alterations of control is considered. Necessary conditions for the existence of an optimal solution are given.


2020 ◽  
Vol 25 (5) ◽  
Author(s):  
Rafał Kamocki

In this paper, optimal control problems containing ordinary nonlinear control systems described by fractional Dirichlet and Dirichlet–Neumann Laplace operators and a nonlinear integral performance index are studied. Using smooth-convex maximum principle, the necessary optimality conditions for such problems are derived.


Author(s):  
X. Q. Yang ◽  
K. L. Teo

AbstractIn management science and system engineering, problems with two incommensurate objectives are often detected. Bicriterion optimization finds an optimal solution for the problems. In this paper it is shown that bicriterion discrete optimal control problems can be solved by using a parametric optimization technique with relaxed convexity assumptions. Some necessary optimality conditions for discrete optimal control problems subject to a linear state difference equation are derived. It is shown that in this case no adjoint equation is required.


2020 ◽  
Vol 37 (3) ◽  
pp. 1021-1047
Author(s):  
Roberto Andreani ◽  
Valeriano Antunes de Oliveira ◽  
Jamielli Tomaz Pereira ◽  
Geraldo Nunes Silva

Abstract Necessary optimality conditions for optimal control problems with mixed state-control equality constraints are obtained. The necessary conditions are given in the form of a weak maximum principle and are obtained under (i) a new regularity condition for problems with mixed linear equality constraints and (ii) a constant rank type condition for the general non-linear case. Some instances of problems with equality and inequality constraints are also covered. Illustrative examples are presented.


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