Counterexamples in optimal control theory (Q816824)

The main purpose of this book is to discuss and illuminate by very simple examples the features that cause a ``bad behavior'' of optimal control problems. As a characteristic example the author has chosen the problem \[ \begin{aligned} I & =\int^1_0\left[\alpha u^2(t)+\beta u(t)x(t)+ \gamma x^2(t)\right]dt\to\min,\\ \dot x(t) &= u(t),\;0<t<1,\;x(0)=x_0, \\ u\in U & =\left\{u\in L_\infty(0,1)\mid |u(t)|\leq 1,\;0<t<1\right\}, \end{aligned} \] where various values of the constants \(\alpha,\beta,\gamma\) lead to such ``bad properties'' as nonexistence of optimal controls, degeneracy of the maximum principle, ill-posedness and other. The emphasis is given to a thorough analysis of necessary optimality conditions. The book can be used as a good auxiliary material for students who are interested in optimal control problems.