Sensitivity relations for the Mayer problem with differential inclusions

DOI10.1051/COCV/2014050zbMATH Open1319.49036arXiv1402.4248OpenAlexW2156066671MaRDI QIDQ5262296FDOQ5262296

Piermarco Cannarsa, Hélène Frankowska, Teresa Scarinci

Publication date: 13 July 2015

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Abstract: In optimal control,sensitivity relations are usually understood as inclusions that identify the pair formed by the dual arc and the Hamiltonian, evaluated along the associated minimizing trajectory, as a suitable generalized gradient of the value function. In this paper, sensitivity relations are obtained for the Mayer problem associated with the differential inclusion $dotxinF(x)$ and applied to derive optimality conditions. Our first application concerns the maximum principle and consists in showing that a dual arc can be constructed for every element of the superdifferential of the final cost. As our second application, with every nonzero limiting gradient of the value function at some point $(t,x)$ we associate a family of optimal trajectories at $(t,x)$ with the property that families corresponding to distinct limiting gradients have empty intersection.

Full work available at URL: https://arxiv.org/abs/1402.4248

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zbMATH Keywords

maximum principledifferential inclusionsoptimality conditionsMayer problemsuperdifferentialsensitivity relations

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Ordinary differential inclusions (34A60) Set-valued and variational analysis (49J53) Optimality conditions for problems involving relations other than differential equations (49K21) Sensitivity, stability, well-posedness (49K40)

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Cited In (6)

• Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal Control
• Optimization of higher-order differential inclusions with special boundary value conditions
• Conjugate Times and Regularity of the Minimum Time Function with Differential Inclusions
• Optimization of Mayer problem with Sturm-Liouville-type differential inclusions
• Necessary and sufficient conditions of optimality for second order discrete and differential inequalities
• Optimal control of higher order differential inclusions with functional constraints

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