Optimal impulsive control. The extension approach (Q1722905): Difference between revisions

This book is devoted to extensions of the classical calculus of variations, namely to the optimal control problem, where solutions to the differential system associated with control policy are allowed to have discontinuities. \par In Chapter 1, the authors consider extension of an optimal impulsive control problem with linear differential control system \( dx=(A(t)x+B(t)u+f(t))dt+C(t)d\mu \). Existence theorem is proved, and necessary optimality conditions are derived. \par In the next chapter, optimal impulsive control problem under condition of Borel measurability is considered. Control system \( dx=f(x,u,t)dt+G(u,t)d\mu \) is not linear with respect to state and control variables. The necessary optimality conditions in the form of the Pontryagin maximum principle are proved. \par In Chapter 3, optimal impulsive control problem with control system \( dx=f(x,u,t)dt+G(x,t)d\mu \) is considered under the Frobenius condition. The first-order necessary optimality conditions are derived. The second-order necessary conditions of optimality are proved. \par Chapter 4 considers optimal impulsive control problem from Chapter 3 without the Frobenius condition. The theorem about existence of a solution is proved and necessary optimality conditions are obtained. \par The next chapter considers the optimal impulsive control problem from Chapter 4 with additional state constraints in the form \( l(x,t)\leq 0 \) where \( l \) is a smooth function. The necessary optimality conditions in the Gamkrelidze form are obtained. Nondegeneracy conditions are derived. \par Chapter 6 is devoted to impulsive control problem with control system \( dx=f(x,u,t)dt+G(x,u,t)d\vartheta \) with mixed constraints on the state and control variables in the form \( r(x,u,t)\in C \), where \( C\) is a closed set. The necessary optimality conditions are obtained. \par In the concluding chapter, the authors generalize the results from the previous chapters. The necessary conditions of optimality for the generalized impulsive control problem with totally nonlinear differential control system and state constraints are presented. Generalized theorem for the existence of solutions is proved. \par Each chapter is provided with a large number of examples and exercises.