On the Geometry of the Pontryagin Maximum Principle in Banach Spaces

Springer Science and Business Media LLC - Tập 23 - Trang 443-463 - 2015
M. I. Krastanov1,2, N. K. Ribarska1,3, Ts. Y. Tsachev3
1Faculty of Mathematics and Informatics, University of Sofia, Sofia, Bulgaria
2Department of Biomathematics, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Sofia, Bulgaria
3Department of Operations Research, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Sofia, Bulgaria

Tóm tắt

A basic idea of the classical approach to obtain necessary optimality conditions in the calculus of variations and optimal control is to perturb with suitable variations the reference trajectory and then compare the unperturbed value of the cost functional with the perturbed one. Here we compare several classes of variations for the study of infinite-dimensional optimal control problems. We prove an abstract result on a non-separation property of two closed sets and obtain as corollaries versions of the maximum principle under various assumptions. Illustrative examples indicating some limits of applicability of the existing variational techniques are presented.

Tài liệu tham khảo

Afanas’ev, A.P., Dikusar, V.V., Miljutin, A.A., Chukanov, S.A.: Necessary condition in optimal control, Nauka, Moscow. (in Russian) (1990)

Fattorini, H.O., Frankowska, H.: Infinite dimensional control problems with state constraints, Modelling and inverse problems of control for distributed parameter systems, Proc. IFIP-IIASA Conf., Laxenburg/Austria 1989. Lect. Notes Control Inf. Sci. 154, 52–62 (1991)

Ioffe, A.D.: Optimality Alternative: a Non-Variational Approach to Necessary Conditions, Variational Analysis and Applications. Nonconvex Optimization and Its Applications 79, 531–552 (2005). doi:10.1007/0-387-24276-7-33. Part 2

Krastanov, M.I., Ribarska, N.K., Tsachev, Ts. Y.: A Pontryagin maximum principle for infinite-dimensional problems. SIAM Journal on Control and Optimization 49(5), 2155–2182 (2011). doi:10.1137/100799009

Miljutin, A.A.: The maximum principle in the general optimal control problem (Printsip maksimuma w obshtei zadache optimal’nogo upravleniia (in Russian)), Fizmatlit, Moscow (2001)

Milyutin, A.A., Osmolovskii, N.P.: Calculus of Variations and Optimal Control, Translations of Mathematical Monogrophs, v. 180, American Math. Society (1998)

Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation I, Basic Theory. Springer-Verlag, Berlin Heidelberg (2006)

Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation II, Applications. Springer-Verlag, Berlin Heidelberg (2006)

Tyrrell Rockafellar, R., Wets, R. J.-B.: Variational Analysis. Springer (2009)

Hećtor Sussmann’s Weizmann Institute course, Fall 2000, http://www.math.rutgers.edu/~sussmann/

Yao, Y.: Vector Measure and Maximum Principle of Distributed Parameter Systems. Sci. Sinica Ser. 26, 102–112 (1983)

Yosida, K.: Functional analysis. Springer (1980)