scientific article; zbMATH DE number 1273995

Publication date 14 April 1999

Borel vector measure differential inclusion Hamiltonian necessary conditions of optimality state constraints

Optimality conditions for problems involving ordinary differential equations (49K15)

The paper investigates necessary and sufficient conditions of optimality for the control problem: \(\dot x \in F(x,t)\), \(t\in I=[t_1,t_2]\); \(p\in P\), \(p=(t_1,t_2,x_1,x_2)\), \(x_1=x(t_1)\), \(x_2=x(t_2)\); \(x(t)\in G\) \(\forall t\in I\); \(J(p)\to\min\); where \(x\in R^n\), \(t\in R^1\), the multivalued mapping \(F\) takes convex compact values from \(R^n\) and is locally Lipschitzian; \(P\), \(G\) are nonempty closed subsets of \(R^{2n+2}\) and \(R^n\), respectively. The necessary optimality conditions generalize Pontryagin's maximum principle. They contain the Hamiltonian \(H(F(x,t),\psi)= \max\{\langle f,\psi\rangle: f\in F(x,t)\}\) and the Borel vector measure \(\nu\) with the norm \(\| \nu\|=\sup_{\| x\|_{C(I)=1}}\int_{t_1}^{t_2} x(t)d\nu\). The questions of nondegeneracy of the maximum principle have been solved. The sufficient conditions of the absence of a singular component of the measure are derived. The special autonomous time-optimal problem is studied, too. For the entire collection see [Zbl 0910.00033].

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