The maximum principle for positional controls and the problems of optimal system synthesis

Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20)

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The authors study the problem \[ \Phi \bigl(x(t_1) \bigr)\to \min, \quad \dot x= f(x,u,t) \] \[ u(x,t)\in V, \quad (x,t)\in\mathbb{R}^n \times T, \] where the optimal control is sought in the class of positional controls \(u=u(x,t)\). An analogue of Pontryagin's maximum principle directly in the class of positional controls is derived. The relations with the classical maximum principle and the dynamic programming method are considered. Examples are presented in which the Bellman function is not continuously differentiable so that there is no formal justification for using the classical Bellman equation whereas the positional maximum principle obtained in the paper successfully solves the problem of optimal system design.

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