Second-order analysis for the time crisis problem

MaRDI QIDQ5110174zbMATHFDO

Authors Térence Bayen, Laurent Pfeiffer

Publication date 18 May 2020

Full work available at URL https://arxiv.org/abs/1902.05290

zbMATH Keywords

optimal controlsecond-order optimality conditionsPontryagin maximum principletime crisis problem

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Control problems involving ordinary differential equations (34H05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)

Abstract: In this article, we prove second-order necessary optimality conditions for the so-called time crisis problem that comes up within the context of viability theory. It consists in minimizing the time spent by solutions of a controlled dynamics outside a given subset $K$ of the state space. One essential feature is the discontinuity of the characteristic function involved in the cost functional. Thanks to a change of time and an augmentation of the dynamics, we relate the time crisis problem to an auxiliary Mayer control problem. This allows us to use the classical tools of optimal control for obtaining optimality conditions. Going back to the original problem, we deduce that way second order optimality conditions for the time crisis problem.

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Cited in

(6)

• About the minimal time crisis problem
• About Moreau-Yosida regularization of the minimal time crisis problem
• Minimal time crisis versus minimum time to reach a viability kernel: a case study in the prey-predator model
• The hybrid maximum principle for optimal control problems with spatially heterogeneous dynamics is a consequence of a Pontryagin maximum principle for \(\mathrm{L}^1_{\square}\)-local solutions
• Necessary optimality condition for the minimal time crisis relaxing transverse condition via regularization
• Penalty function method for the minimal time crisis problem

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