Optimal control of a double integrator. A primer on maximum principle (Q530652)

The purpose of this book is to expose the theory and applications of the achievements resulting from first order variational methods. The theory developed in the book is based on the Pontryagin maximum principle, which is considered to be a fundamental part of control theory. This book concerns optimal control problems in the case of finite-dimensional and continuous-time dynamical systems. It is well-known that the conditions resulting from this theory are necessary optimality conditions. Unlike the simple treatment in this book, these conditions are often developed in a complex mathematical context, especially when non-trivial constraints on the state and/or control variables are added. Numerous problems referring, almost without exceptions, to a particular second-order, linear and time-invariant dynamical system (the so-called double integrator) are used to illustrate the first order variational methods. The double integrator is a mathematical model representing a body with unitary mass that is constrained to move along a straight line under the action of a force. This is the simplest system that comprehensively gives an overview of the considered problems and, consequently, a deeper insight in the significance of the solutions can be gained. In this case, the computational burden is made as small as possible. Consistently with this treatment, the book does not contain formal proofs of various necessary conditions because they can be found in the more specialized literature. In order to give the reader a feeling for the content and applicability of this book, we point out in the sequel the titles of the chapters, the subchapters and the paragraphs. 1. Introduction. 2. The maximum principle: 2.1. Statement of the optimal control problems. 2.2. Necessary conditions: simple constraints (Purely integral performance index; Performance index function of the final event; Non-standard constraints on the final state; Minimum time problems). 2.3. Necessary conditions: complex constraints (Description of complex constraints; Integral constraints; Punctual and isolated constraints; Punctual and global constraints). 2.4. Necessary conditions: singular arcs. 2.5. The considered problems. 3. Simple constraints: \(J=\int,x({t_0})=\) given: 3.1. \((x({t_f}),{t_0},{t_f})=\) given. 3.2. \((x({t_f}),{t_0})=\) given, \({t_f}=\) free. 3.3. \(x({t_f})=\) not given, \(({t_0},{t_f})=\) given. 3.4. \(x({t_f})=\) not given, \({t_0}=\) given, \({t_f}=\) free. 4. Simple constraints: \(J=\int,x({t_0})=\) not given: 4.1. \((x({t_f}),{t_0},{t_f})=\) given. 4.2. \(x({t_f})=\) not given, \(({t_0},{t_f})=\) given. 4.3. \(x({t_f})=\) not given, \(({t_0},{t_f})=\) free. 5. Simple constraints: \(J=\int{+m} x({t_0})=\) given, \(x({t_f})=\) not given: 5.1. \(({t_0},{t_f})=\) given. 5.2. \({t_0}=\) given, \({t_f}=\) free. 6. Nonstandard constraints on the final state. 7. Minimum time problems. 8. Integral constraints: 8.1. Integral equality constraints. 8.2. Integral inequality constraints. 9. Punctual and isolated constrains. 10. Punctual and global constraints: 10.1. Punctual and global equality constraints. 10.2. Punctual and global inequality constraints. 11. Singular arcs. 12. Local sufficient conditions: 12.1. \(x({t_f}) = \) partially given, \({t_f} = \) free. 12.2. \(x({t_f}) = \) given, \({t_f} = \) given. 12.3. \(x({t_f}) = \) free, \({t_f} = \) free. 12.4. \(x({t_f}) = \) free, \({t_f} = \) given. Appendix. References. The book is highly recommended for graduate and advanced undergraduate students in the mathematical and engineering sciences and to scientists and professionals in these fields who are interested in broadening their knowledge of control theory and applications.