On a class of control problems with mixed constraints (Q6112926)

The subject is a class of optimal control problems with a mixed constraint linear in the control parameter, \[ \begin{aligned} &\Phi(x_0, u(\cdot)) = \varphi(p) + \int_0^1 f_0(x(t), u(t), t)dt \rightarrow\min \\ &x'(t) = f(x(t), u(t), t) \quad (0 \leq t \leq 1) \quad x(0) = x_0 \\ &r(x(t), u(t), t) = g(x(t), t) + \langle u(t), a(t) \rangle \leq 0 \quad u(t) \in U, \quad p = (x_0, x_1) \in S \end{aligned} \] where \(x(t)\in\mathbb{R}^n,\) \(x_1 = x(1),\) \(u(t) \in\mathbb{R}^m,\) \(U \subset\mathbb{R}^m,\) \(S \subset\mathbb{R}^{2n} \) (in this paper, \(f(x, u, t) = f_1(x, t) + F(x, t)u).\) The Hamiltonian is \[ \mathcal{H}(x, u, t, \psi, \lambda) = \langle \psi, f(x, u, t) \rangle - \lambda f_0(x, u, t). \] The main result is a version of Pontryagin's maximum principle: if \((\bar x(t), \bar u(t))\) is a local minimum then there exist \(\lambda \geq 0,\) \(\psi(0)\) and a Borel measure \(\eta \geq 0\) such that \(\lambda + \|\psi(0)\| + \|\eta\| > 0\) and \[ \max_{u \in \Theta(\bar x(t), t)} \mathcal{H}(\bar x(t), u, t, \psi(t), \lambda) \leq \mathcal{H}(\bar x(t), \bar u(t), t, \psi(t), \lambda) \] where \(\Theta( x, t) \subseteq U(x, t) = \{u \in U; r(x, u, t) \leq 0\}\) and \(\psi(t)\) satisfies the adjoint equation in integral form: \[ \psi(t) = \psi(0) - \int_0^t \mathcal{H}'_x(\bar x(s), \bar u(s), s, \psi(s), \lambda)ds + \int_0^1 g'_x(\bar x(s), s) \eta(ds) \] plus a transversality condition. The authors discuss their results in several examples.