Optimal unbounded control problems with affine control dependence may fail to have minimizers in the class of absolutely continuous state trajectories. For this reason, extended impulsive versions – which cannot be of measure-theoretic type – have been investigated, in which the domain is enlarged to include discontinuous state trajectories of bounded variation, and for which existence of minimizers is guaranteed. It is of interest to know whether the passage from the original optimal control problem to its extension introduces an infimum gap. This paper provides sufficient conditions for the absence of an infimum gap based on normality of extremals. In certain cases, the normality conditions reduce to simple verifiable criteria, which improve on earlier, directly-derived sufficient conditions for no infimum gap.
Accepté le :
DOI : 10.1051/cocv/2018069
Mots clés : Optimal control, maximum principle, impulsive control, gap phenomena
@article{COCV_2018__24_4_1645_0, author = {Motta, Monica and Rampazzo, Franco and Vinter, Richard}, title = {Normality and gap phenomena in optimal unbounded control}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {1645--1673}, publisher = {EDP-Sciences}, volume = {24}, number = {4}, year = {2018}, doi = {10.1051/cocv/2018069}, zbl = {1439.49061}, mrnumber = {3922450}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2018069/} }
TY - JOUR AU - Motta, Monica AU - Rampazzo, Franco AU - Vinter, Richard TI - Normality and gap phenomena in optimal unbounded control JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2018 SP - 1645 EP - 1673 VL - 24 IS - 4 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2018069/ DO - 10.1051/cocv/2018069 LA - en ID - COCV_2018__24_4_1645_0 ER -
%0 Journal Article %A Motta, Monica %A Rampazzo, Franco %A Vinter, Richard %T Normality and gap phenomena in optimal unbounded control %J ESAIM: Control, Optimisation and Calculus of Variations %D 2018 %P 1645-1673 %V 24 %N 4 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2018069/ %R 10.1051/cocv/2018069 %G en %F COCV_2018__24_4_1645_0
Motta, Monica; Rampazzo, Franco; Vinter, Richard. Normality and gap phenomena in optimal unbounded control. ESAIM: Control, Optimisation and Calculus of Variations, Tome 24 (2018) no. 4, pp. 1645-1673. doi : 10.1051/cocv/2018069. http://www.numdam.org/articles/10.1051/cocv/2018069/
[1] L1 limit solutions for control systems. J. Differ. Equ. 258 (2015) 954–979 | DOI | MR | Zbl
and ,[2] Infimum gaps for limit solutions. Set-Valued Var. Anal. 23 (2015) 3–22 | DOI | MR | Zbl
, and ,[3] Pontryagin’s maximum principle for constrained impulsive control problems. Nonlinear Anal. 75 (2012) 1045–1057 | DOI | MR | Zbl
, and ,[4] A nondegenerate maximum principle for the impulse control problem with state constraints. SIAM J. Control Optim. 43 (2005) 1812–1843 | DOI | MR | Zbl
, and ,[5] New trends in astrodynamics and applications: optimal trajectories for space guidance. Ann. New York Acad. Sci. 1065 (2005) 189–209 | DOI
and ,[6] Perturbation Analysis of Optimization Problems. Springer, New York (2000) | DOI | MR | Zbl
and,[7] On differential systems with vector-valued impulsive controls. Boll. Un. Mat. Ital. B 2 (1988) 641–656 | MR | Zbl
,[8] Introduction to the mathematical theory of control. AIMS Series on Applied Mathematics, 2. American Institute of Mathematical Sciences (AIMS), Springfield, MO (2007) | MR | Zbl
and ,[9] Moving constraints as stabilizing controls in classical mechanics. Arch. Ration. Mech. Anal. 196 (2010) 97–141 | DOI | MR | Zbl
and ,[10] Hyper-impulsive motions and controllizable coordinates for Lagrangean systems. Atti Accad. Naz. Lincei, Memorie, Serie VIII XIX (1990) 197–246 | MR
,[11] On some control problems concerning the ski or swing. Atti Accad. Naz. Lincei, Memorie, Serie IX I (1991) 147–196 | MR | Zbl
,[12] On spiking models for synaptic activity and impulsive differential equations. SIAM Rev. 50 (2008) 553–569 | DOI | MR | Zbl
, , , and ,[13] Nonsmooth Analysis and Control Theory, in Vol. 178 of Graduate Texts in Mathematics. Springer-Verlag, New York (1998) | MR | Zbl
, , and ,[14] The variational maximum principle and quadratic conditions for the optimality of impulse and singular processes. Sibirsk. Mat. Zh. 35 (1994) 70–82, ii; translation in Siberian Math. J. 35 (1994) 65–76 | MR | Zbl
,[15] Second order necessary optimality conditions for impulse control problem and multiprocesses. Singular solutions and perturbations in control systems (Pereslavl-Zalessky, 1997). IFAC Proc. Ser., IFAC, Laxenburg 1997 97–101 | DOI | MR
,[16] Well-posed optimization. Springer-Verlag, New York (1993) | DOI | MR
and ,[17] Minimal time sequential batch reactors with bounded and impulse controls for one or more species. SIAM J. Control Optim. 47 (2008) 2827–2856 | DOI | MR | Zbl
, and ,[18] Fréchet generalized trajectories and minimizers for variational problems of low coercivity. J. Dyn. Control Syst. 21 (2015) 351–377 | DOI | MR | Zbl
and ,[19] Discontinuous differential equations I. J. Differ. Equ. 32 (1979) 149–170 | DOI | MR | Zbl
,[20] On the properness of an impulsive control extension of dynamic optimization problems. ESAIM: COCV 21 (2015) 857–875 | Numdam | MR | Zbl
, , and ,[21] Impulsive control in continuous and discrete-continuous systems. Kluwer Academic/Plenum Publishers, New York (2003) | DOI | MR | Zbl
and ,[22] Space-time trajectories of nonlinear systems driven by ordinary and impulsive controls. Differ. Int. Equ. 8 (1995) 269–288 | MR | Zbl
and ,[23] Dynamic programming for nonlinear systems driven by ordinary and impulsive controls. SIAM J. Control Optim. 34 (1996) 199–225 | DOI | MR | Zbl
and ,[24] State-constrained control problems with neither coercivity nor L1 bounds on the controls. Ann. Mat. Pura Appl. 177 (1999) 117–142 | DOI | MR | Zbl
, ,[25] On asymptotic exit-time control problems lacking coercivity. ESAIM Control Optim. Calc. Var. 20 (2014) 957–982 | DOI | Numdam | MR | Zbl
and ,[26] Minimizers that are not also relaxed minimizers. SIAM J. Control and Optim. 52 (2014) 2164–2179 | DOI | MR | Zbl
and ,[27] When are Minimizing Controls also Minimizing Relaxed Controls? Discrete Continuous Dyn. Syst. A 35 (2015) 4573–4592 | DOI | MR | Zbl
and ,[28] Variational Analysis, in Vol. 317 of Grundlehren der Mathematischen Wissenschaften. Springer-Verlag, New York (1998) | DOI | MR | Zbl
and ,[29] Measure driven differential inclusions. J. Math. Anal. Appl. 202 (1996) 727–746 | DOI | MR | Zbl
and ,[30] Necessary conditions for optimal impulsive control problems. SIAM J. Control Optim. 35 (1997) 1829–1846 | DOI | MR | Zbl
and ,[31] On the Riemannian structure of a Lagrangian system and the problem of adding time-dependent constraints as controls. Eur. J. Mech. A Solids 10 (1991) 405–431 | MR | Zbl
,[32] Optimal Control. Birkhäuser, Boston (2000) | MR | Zbl
,[33] On the gap between deterministic and stochastic ordinary differential equations. Ann. Probab. 6 (1978) 19–41 | DOI | MR | Zbl
,[34] Normal control problems have no minimizing strictly original solutions. Bull. Am. Math. Soc. 77 (1971) 625–628 | DOI | MR | Zbl
,[35] Optimal Control of Differential and Functional Equations. Academic Press, New York (1972) | MR | Zbl
,[36] A differential solution concept for impulsive systems. Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal. 13B (2006) 199–210 | MR
and ,Cité par Sources :