Continuity of Pontryagin Extremals with Respect to Delays in Nonlinear Optimal Control

DOI10.1137/18M119121XMaRDI QIDQ4630691zbMATH OpenOpenAlexWikidataFDO

Authors Riccardo Bonalli, Bruno Hérissé, Emmanuel Trélat

Publication date 23 April 2019

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.11990

zbMATH Keywords

continuity with respect to delaysnonlinear optimal controlPontryagin extremalsshooting method for problems with delaystime-delayed systems

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Sensitivity, stability, well-posedness (49K40)

Abstract: Consider a general nonlinear optimal control problem in finite dimension, with constant state and/or control delays. By the Pontryagin Maximum Principle, any optimal trajectory is the projection of a Pontryagin extremal. We establish that, under appropriate assumptions, Pontryagin extremals depend continuously on the parameter delays, for adequate topologies. The proof of the continuity of the trajectory and of the control is quite easy, however, for the adjoint vector, the proof requires a much finer analysis. The continuity property of the adjoint with respect to the parameter delay opens a new perspective for the numerical implementation of indirect methods, such as the shooting method. We also discuss the sharpness of our assumptions.

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