Study of a One-Dimensional Optimal Control Problem with a Purely State-Dependent Cost

Differential Equations and Dynamical Systems - Tập 28 - Trang 133-151 - 2016
A. V. Dmitruk1,2, A. K. Vdovina2
1Russian Academy of Sciences, Central Economics and Mathematics Institute, Moscow, Russia
2Lomonosov Moscow State University, Moscow, Russia

Tóm tắt

A one-dimensional optimal control problem with a state-dependent cost and a unimodular integrand is considered. It is shown that, under some standard assumptions, this problem can be solved without using the Pontryagin maximum principle, by simple methods of the classical analysis, basing on the Tchyaplygin comparison theorem. However, in some modifications of the problem, the usage of Pontryagin’s maximum principle is preferable. The optimal synthesis for the problem and for its modifications is obtained.

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