Nondifferentiable optimal control problems for matrix differential equations (Q1968562)

The authors investigate the optimal control problem connected with the initial value problem \(\frac {dX}{dt}=F(X,U,t)\), \(t\in [t_0,T]\), \(X(t_0)=X_0\) for the matrix differential equation. The minimum problem has the form \(I(U_{\text{opt}})=\min_{U\in \Omega} I(U)\), \(I(U)=\max_{X_0\in \Xi} \Phi(X(T,X_0)),\) where \(\Xi \subset M_{m\times n}\), \(\Omega \subset M_{k\times r}\) are compact sets of matrices and \(\Phi(.)\) is a differentiable function defined on \(\Xi\). The necessary optimality conditions are derived. They are extended to the minimization of the maximum function over an independent variable. The proposed approach is tested on the system describing charged particles motion in electromagnetic fields.