Regularity and necessary conditions for a Bolza optimal control problem (Q2188314)
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English | Regularity and necessary conditions for a Bolza optimal control problem |
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Regularity and necessary conditions for a Bolza optimal control problem (English)
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10 June 2020
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The authors consider the optimal control problem (OCP) \[ J(y,u) := \min \int_0^T \Lambda(s,y(s),u(s))\,ds + \Psi(y(0),y(T)) \] subject to \begin{align*} & y \in W^{1,1}([0,T];\mathbb{R}^n ) \text{ and } u:[0,T] \rightarrow \mathbb{R}^m \text{ measurable s.t.}\\ & y'(s) =f(s,y(s),u(s)) \text{ a.e. } s \in [0,T],\\ & u(s) \in U(s) \; s \in [0,T],\\ & y([0,T]]) \subset S, \end{align*} where \(U : [0,T] \sim \mathbb{R}^m \) is a given multifunction, and \(S \subset \mathbb{R}^n\) is a given set. The dynamics constraint can be expressed by a function which is measurable w.r.t. the state variable and linear w.r.t. the control variable, that is \(f(s, y, u) =B(y)u\) where \(B(\cdot )\) is measurable. For given an optimal trajectory-control pair, it was proved that the OCP satisfies an Erdmann-Du Bois-Reymond-type condition. From this condition, boundedness properties of the optimal control and a Lipschitz regularity are derived for the optimal state. These are imposing general growth assumptions, allowing some almost linear growth behaviors. The results apply to the class of problems called of Grushin type and to control problems related to subriemaniann metrics.
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Weierstrass
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Erdmann-Du Bois-Reymond
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Lipschitz
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nonautonomous
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minimizer
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optimal control
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