Maximum principle in nonsmooth problems of optimal control with discontinuous trajectories (Q1589142): Difference between revisions
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Property / author: Vladimir Aleksandrovich Dykhta / rank | |||
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English | Maximum principle in nonsmooth problems of optimal control with discontinuous trajectories |
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Maximum principle in nonsmooth problems of optimal control with discontinuous trajectories (English)
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7 March 2001
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The aim of the paper is to present a proof of the necessary conditions for optimality of generalized solutions of the problem of impulse control in the form of the maximum principle. Assumptions on the functions describing a controlled system are weakened. The problem considered is nonsmooth and a well-posedness condition of Frobenius type is not assumed to be fulfilled. The investigation is based on the interpretation of the impulse control problem as a specific multistage problem of dynamic optimization and the maximum principle for the problem of control by multiprocesses [\textit{F. H. Clarke} and \textit{R. B. Vinter}, ``Optimal multiprocesses'', SIAM J. Control and Optimization 27, 1072-1091 (1989; Zbl 0684.49007)].
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impulse control
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discontinuous trajectories
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the maximum principle
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