Subdifferential analysis of differential inclusions via discretization

DOI10.1016/J.JDE.2012.03.019MaRDI QIDQ423599zbMATH OpenOpenAlexFDO

Authors C. H. Jeffrey Pang

Publication date 4 June 2012

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.2116

zbMATH Keywords

differential inclusionsoptimality conditionssubdifferentialcoderivativesreachable map

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Optimality conditions for problems involving ordinary differential equations (49K15) Sensitivity, stability, well-posedness (49K40) Existence theories for free problems in one independent variable (49J05)

Abstract: The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to optimality. We first look at the corresponding discretized inclusions, estimating the subdifferential dependence of the optimal value in terms of the endpoints of the feasible paths. Our approach is to first estimate the coderivative of the reachable map. The discretized (nonsmooth) Euler-Lagrange and transversality conditions follow as a corollary. We obtain corresponding results for differential inclusions by passing discretized inclusions to the limit.

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Cited in

(1)

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