Gamkrelidze convexification and Bogolyubov's theorem

DOI10.1134/S0001434620030219MaRDI QIDQ2192002zbMATH OpenOpenAlexFDO

Authors E. R. Avakov, G. G. Magaril-Il'yaev

Publication date 26 June 2020

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0001434620030219

zbMATH Keywords

convexificationoptimal control problemsecond conjugate function

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Linear optimal control problems (49N05) Duality theory (optimization) (49N15)

Review text

This work is dedicated to studying the so-called ``interconnection between an optimal control problem and its convexification in the sense of Gamkrelidze and Bogolyubov, by means of biconjugate functions, as a sort of counterpart to the classical Fenchel-Moreau theorem from convex analysis. As a special case of the main statement, the authors rediscover Bogolyubov's classical similar result concerning variational calculus problems. Some examples illustrate the theoretical achievements.

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Cites work

• scientific article; zbMATH DE number 3816450 (Why is no real title available?)
• scientific article; zbMATH DE number 3213120 (Why is no real title available?)
• Local infimum and a family of maximum principles in optimal control

Cited in

(2)

• Implicit function. Controllability and perturbation of optimal control problems
• Nikolaj Nikolaevich Bogolyubov and the calculus of variations

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