Optimal regulation using discrete controls (Q1189956)

For systems described by ODE's and controlled by bi- or multipositional switches, the optimal solution is a sliding control which cannot be implemented technically. To make technical realization possible, optimal controls must be chosen under additional constraints on the allowed number of switching points. For such systems the author derives a necessary condition of optimality in a form similar to the Pontryagin maximum principle. The results of the paper are applied then to the problem of power-optimal control of a subway train between stations.