The method of multiple maxima and optimality conditions for extremal singular solutions (Q2388057): Difference between revisions

In this paper the following weakened optimal control problem is considered \[ \dot{x}\in V(t,x)=\text{co\,}f(t,x,U(t,x)),\; t\in I=[t_0,t_1],\tag{1} \] \[ x(t_0)=x_0, \] \[ F(x(t_1))\rightarrow \min, \] where \(U(t,x)\subset R^{p}\) is a compact set, \(f(t,x,u)\) is a continuous function. Definition. A solution \(x(t)\) of the system (1) is said to be singular extremal on \(I'\subset I\) if there exists a smooth function \(\psi(t)\) such that \[ \dot{\psi}\in \nabla_{x}K(t,x(t),\psi),\quad\psi(t_1)=-F_{x}(x(t_1)),\quad \psi^{T}(t)\dot{x}(t)=K(t,x(t),\psi(t)), \] where \(\nabla_{x}K\) is the sub-gradient of \(K(t,x,\psi)=\sup\{ \psi^{T}v: v\in V(t,x)\};\) moreover, \(\dot{x}(t)\) is continuous on \(I'\) and there exists a proper face \(F(t,x,\psi)\) of the set \(V(t,x)\) such that \[ \dot{x}(t)\in \text{int\,} F(t,x(t),\psi(t))=\text{arg}\max_{v\in V(t,x(t))}\psi^{T}(t)v. \] By the method of multiple maxima, sufficient conditions for a local minimum of an extremal singular solution and necessary conditions for the optimality of the singular mode are obtained.