Abstract:
For a general optimal control problem with a state constraint, we propose a proof of the maximum principle based on a v-change of the time variable t↦τ, under which the original time becomes yet another state variable subject to the equation dt/dτ=v(τ), while the additional control v(τ)⩾0 is piecewise constant and its values are arguments of the new problem. Since the state constraint generates a continuum of inequality constraints in this problem, the necessary optimality conditions involve a measure. Rewriting these conditions in terms of the original problem, we get a nonempty compact set of collections of Lagrange multipliers that fulfil the maximum principle on a finite set of values of the control and time variables corresponding to the v-change. The compact sets generated by all possible piecewise constant v-changes are partially ordered by inclusion, thus forming a centered family. Taking any element of their intersection, we obtain a universal optimality condition, in which the maximum principle holds for all values of the control and time.
Keywords:
Pontryagin maximum principle, v-change of time, state constraint, semi-infinite problem, Lagrange multipliers, Lebesgue-Stieltjes measure, function of bounded variation, finite-valued maximum condition, centered family of compact sets.
Citation:
A. V. Dmitruk, N. P. Osmolovskii, “Variations of the v-change of time in problems with state constraints”, Trudy Inst. Mat. i Mekh. UrO RAN, 24, no. 1, 2018, 76–92; Proc. Steklov Inst. Math. (Suppl.), 305, suppl. 1 (2019), S49–S64
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\by A.~V.~Dmitruk, N.~P.~Osmolovskii
\paper Variations of the $v$-change of time in problems with state constraints
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2018
\vol 24
\issue 1
\pages 76--92
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\jour Proc. Steklov Inst. Math. (Suppl.)
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\vol 305
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\pages S49--S64
\crossref{https://doi.org/10.1134/S0081543819040072}
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Linking options:
https://www.mathnet.ru/eng/timm1498
https://www.mathnet.ru/eng/timm/v24/i1/p76
This publication is cited in the following 5 articles:
E. Yu. Voronina, A. V. Dmitruk, “Optimalnyi sintez dlya trekhmernoi upravlyaemoi tsepochki s fazovym ogranicheniem”, Tr. IMM UrO RAN, 30, no. 3, 2024, 68–85
E. Yu. Voronina, A. V. Dmitruk, “Optimal Synthesis for a Triple Integrator with a State Constraint”, Proc. Steklov Inst. Math., 327:S1 (2024), S257
A. V. Dmitruk, “Variations of v-change of time in an optimal control problem with state and mixed constraints”, Izv. Math., 87:4 (2023), 726–767
Agrachev A., Beschastnyi I., “Jacobi Fields in Optimal Control: Morse and Maslov Indices”, Nonlinear Anal.-Theory Methods Appl., 214 (2022), 112608
A. V. Dmitruk, N. P. Osmolovskii, “Proof of the maximum principle for a problem with state constraints by the v-change of time variable”, Discrete Contin. Dyn. Syst.-Ser. B, 24:5 (2019), 2189–2204