A problem of optimal impulse correction (Q919262)

A general impulse correction problem with the following characteristic features is presented: The motion of the object takes place in a time interval \([t_ 0;T]\). Moments \(t_ 0<\tau_ 0<...<\tau_ m<\tau_{m+1}=T\) are not fixed. In each of the intervals \([\tau_ i;\tau_{i+1}]\) the trajectory of motion \(x_ i(t)\in R^{n_ i}\) is described by the system of differential equations \[ \dot x_ i=f_ i(t,x_ i),\quad t\in [\tau_ i,\tau_{i+1}],\quad \tau_{-1}=t_ 0,\quad i=-1,...,m, \] and joining relations \[ x_ i(\tau_ i)=A_ ix_{i-1}(\tau_ i)+B_ iv_ i \] are fulfilled at the moments \(\tau_ i\), \(i=0,...,m\). The main problem, for which necessary optimality conditions are derived reads as follows: Select moments \(\tau_ i\) and vectors \(v_ i\) such that \[ \phi_ 0(\tau_ 0,...,\tau_ m,x_ 0(\tau_ 0),...,x_ m(\tau_ m))=\min,\quad subject\quad to \] \[ \phi_ j(\tau_ 0,...,\tau_ m,x_ 0(\tau_ 0),...,x_ m(\tau_ m))\leq 0,\quad j=1,...,k,\quad v_ i\in V_ i,\quad i=0,...,m. \]