scientific article; zbMATH DE number 16315
[For the entire collection see Zbl 0719.00020.] The paper concerns the ``value function \(V: L^ 2[0,1]\to \mathbb{R}\cup\{+\infty\}\) defined as follows: \[ V(\gamma):=\min_{x(\cdot)}\{\ell(x(0),x(1)): \dot x(t)\in F(t,x(t))+\gamma(t) \hbox{a.e.} t\in[0,1], (x(0),x(1))\in S\}. \] This function describes the minimum value in a differential inclusion control problem of Mayer type, in which the Lipschitz endpoint cost function \(\ell\) is to be minimized over all absolutely continuous functions \(x\colon [0,1]\to \mathbb{R}^ n\) satisfying the indicated differential inclusion and endpoint constraint. The parameter \(\gamma\) is a function in \(L^ 2[0,1]\): the point of interest is to investigate the differential properties of \(V\) near the nominal perturbation \(\gamma \equiv 0\). The main result is a sensitivity inclusion for the Clarke generalized gradient of \(V\), which implies (for example) that \(\partial V(0)\subseteq \overline{co}[M^ 1(\Sigma)+M^ 0(\Sigma)]\), where \(\Sigma\) is the set of trajectories \(x\) which provide the minimum defining \(V(0)\), and \(M^ \varepsilon(\Sigma)\) signifies \(\bigcup_ \Sigma M^ \varepsilon (x)\) for \[ \begin{multlined} M^ \varepsilon (x)=\{-p: (-\dot p(t),\dot x(t))\in \partial H(t,x(t),p(t))\hbox{ a.e. }t\in [0,1],\\ (p(0),-p(1))\in \varepsilon\partial\ell(x(0),x(1))+N_ S(x(0),x(1))\}.\end{multlined} \] The arcs \(p\) in the set \(M^ \varepsilon(x)\) are the adjoint arcs of the Hamiltonian necessary conditions associated with an optimal trajectory \(x\): the conditions hold in normal form if \(\varepsilon=1\) and in abnormal form if \(\varepsilon=0\). Thus the formula reiterates a classic theme: the Lagrange multipliers in an optimization problem tell you something about the effects of constraint variations on the problem's minimum value. From a technical viewpoint, this result is significant because it is the first to successfully employ the analysis of a perturbed Hamiltonian --- a skill which has led to other significant results since this paper appeared. [See \textit{P. D. Loewen} and \textit{R. T. Rockafellar}, Trans. Am. Math. Soc. 325, No. 1, 39-72 (1991; Zbl 0734.49009)].
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