Sensitivity, controllability, and necessary conditions of optimal control problems governed by integral equations (Q1895795)
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English | Sensitivity, controllability, and necessary conditions of optimal control problems governed by integral equations |
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Sensitivity, controllability, and necessary conditions of optimal control problems governed by integral equations (English)
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13 August 1995
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The author considers an optimal control problem with standard cost and target structure, but in which the dynamics are governed by the controlled integral equation \[ x(t)= x(0)+ \int^t_0 \phi(t, s, x(s), u(s)) ds,\quad u(t)\in U,\quad 0< t\leq 1, \] and required to satisfy the unilateral constraint \[ g(t, x(t))\leq 0,\quad 0\leq t\leq 1. \] There are no convexity hypotheses; instead, the author works explicitly with Warga's relaxed (convexified) reformulation of the problem over a space of Radon probability measures. Through additive perturbations of the dynamic, endpoint, and state constraints (some of these in infinite-dimensional Hilbert spaces), the author establishes a relationship between (i) the multipliers appearing in the first-order optimality conditions in this problem and (ii) the generalized gradients of the problem's minimum value as a function of the perturbation vectors. The guiding principle is `proximal analysis', a technique whose usefulness for proving this kind of result is well established.
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proximal analysis
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optimal control problem
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integral equation
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optimality conditions
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generalized gradients
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