Necessary optimality conditions for optimal control problems with equilibrium constraints (Q2827481)

Let \([t_0, t_1 ] \subseteq\mathbb{R}\), a multifunction \(U:[t_0, t_1 ]\rightrightarrows \mathbb{R}^m\) and a dynamic function \(\phi : [t_0, t_1 ]\times \mathbb{R}^n\times \mathbb{R}^m \rightarrow \mathbb{R}^n.\) A control function \(u(.)\) is a measurable function on \([t_0, t_1 ]\) such that \(u(t) \in U (t)\) for almost every \(t\in [t_0, t_1 ].\) The state trajectory, corresponding to a given control \(u(.),\) refers to a solution \(x(.)\) of the following controlled differential equation: NEWLINE\[NEWLINE x'(t) = \phi(t, x(t), u(t))~ \mathrm{a.e.}~ t \in [t_0, t_1 ],NEWLINE\]NEWLINE NEWLINE\[NEWLINE(x(t_0), x(t_1)) \in E,NEWLINE\]NEWLINE where \(E\) is a given closed subset in \(\mathbb{R}^n\times \mathbb{R}^n\) and \(x'(t)\) is the first-order derivative of the state \(x(.)\) at time \(t.\) In optimal control, one looks for a state and control pair \((x(.), u(.))\) satisfying the state equation (1) and the boundary condition (2) so as to minimize an objective function \( J (x(.), u(.)).\)NEWLINENEWLINEHere, the authors in addition to the state equation (1) and the boundary condition (2) required that the state and control pair \((x(.), u(.))\) also satisfies some mixed equality and inequality constraints, as well as a mixed equilibrium system formulated as a complementarity system: NEWLINE\[NEWLINE0\leq G(t, x(t), u(t))\perp H (t, x(t), u(t)) \geq 0 ~ \mathrm{a.e.}~ t \in [t_0, t_1 ],NEWLINE\]NEWLINE where \(G, H : [t_0, t_1 ]\times \mathbb{R}^n\times \mathbb{R}^m\rightarrow \mathbb{R}^l.\) They introduced a class of optimal control problems with equilibrium constraints (OCPEC) as in the following: NEWLINE\[NEWLINE \min~ J (x(.), u(.))NEWLINE\]NEWLINE NEWLINE\[NEWLINE\mathrm{ s.t.}~~ x' (t) = \phi(t, x(t), u(t))~ \mathrm{a.e.}~ t \in [t_0, t_1 ],NEWLINE\]NEWLINE NEWLINE\[NEWLINEg (t, x(t), u(t)) \leq 0,~ h(t, x(t), u(t)) = 0 ~ \mathrm{a.e.}~ t \in [t_0, t_1 ],NEWLINE\]NEWLINE NEWLINE\[NEWLINE 0 \geq G(t, x(t), u(t))\perp H (t, x(t), u(t))\geq 0~~\mathrm{a.e.}~ t \in [t_0, t_1 ],NEWLINE\]NEWLINE NEWLINE\[NEWLINE u(t) \in U (t)~ \mathrm{a.e.}~ t \in [t_0, t_1 ],NEWLINE\]NEWLINE NEWLINE\[NEWLINE (x(t_0 ), x(t_1)) \in E,NEWLINE\]NEWLINE where \( g : [t_0, t_1 ]\times \mathbb{R}^n\times \mathbb{R}^m\rightarrow \mathbb{R}^{l_1}.\) and \(h: [t_0, t_1 ]\times \mathbb{R}^n\times \mathbb{R}^m\rightarrow \mathbb{R}^{l_2}.\) They proposed weak, Clarke, Mordukhovich, and strong stationarities for the (OCPEC). Moreover, They gave some sufficient conditions to ensure that the local minimizers of the (OCPEC) are Fritz John-type weakly stationary, Mordukhovich stationary, and strongly stationary.