Problems of control of distributions in dynamical systems

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Some problems of optimal control of distributions are considered. One of the most characteristic problem of this type may be formulated as follows: The dynamic of the system is given by the equation \[ \dot x(t)= f(x(t), u(t))\quad\text{with }x(t)\in \mathbb{R}^n\quad\text{and }u(t)\in U\subset \mathbb{R}^n.\tag{1} \] The performance index is of the form \[ \int_{\mathbb{R}^n} \phi(x)\zeta(T, x) dx\to \min,\tag{2} \] where the function \(\zeta= \zeta(t, x)\), \(t\in [0,T]\), \(x\in\mathbb{R}^n\) satisfies the continuity equation \[ {\partial\over\partial t} \zeta(t,x)= \text{div}_x[\zeta(t, x) f(x,u)]= 0\tag{3} \] and \[ \int_{\mathbb{R}^n} \zeta(t, x) dx\equiv 1,\quad \zeta(x,t)\geq 0. \] The function \(\zeta(0,y)= \zeta_0(y)\) is interpreted as the probability density that the initial value for the dynamical system (1) takes the value \(x(0)= y\) at the moment \(t= 0\). For systems of type (1)--(3) some necessary optimality conditions in the form of the Pontryagin maximum principle and some analogs of the Feldbaum theorem on the number of switchings are proved.











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