A parametric optimal control problem for a descriptor system with an algebraic inequality constraint (Q1874843)

The aim of the present paper is to study the parameter dependence of solutions of the optimal control problem for the descriptor systems \[ dFx(t)/dt= Ax(t),\quad Fx(0) =Q^{\text{T}} _\ast g(\varepsilon),\quad t\in[0, T],\tag{1} \] in which the condition at the left endpoint depends on the parameter. Here \(F\), \(A\in \mathbb R^{m\times n}\), \(Q^{\text{T}} _\ast\in \mathbb R^{m\times m}\), \(m< n\), are given matrices, \(g\in\mathbb R^m\) is a given smooth function and \(\varepsilon\in [0,\varepsilon_\ast]\) is the parameter of the family. The optimal control problem is as follows: in the set of solutions \(x(t)\) of system (1) satisfying the additional (phase) constraint \(\alpha_\ast \leq c^{\text{T}} x(t)\leq \alpha^\ast\) find a solution for which the value of the performance criterion \(J\left(x(\cdot)\right)= \int_0^{T} x^{\text{T}}(t)Rx(t)\,dt \) is minimal. Here \(R\in\mathbb R^{n\times n}\), \(R = R^{\text{T}} \dot\geq 0\), is a given matrix, \(c\in\mathbb R^n\) is a given vector, and \(\alpha_\ast < \alpha^\ast\) are given numbers. The rules for constructing solutions in a sufficiently small neighborhood of a regular point are described. It is shown that the structure and the determining elements comprise a finite-dimensional set of parameters that permits one to reconstruct the solution uniquely. An illustrative example is given.