Sensitivity relations for the Mayer problem with differential inclusions

DOI10.1051/COCV/2014050MaRDI QIDQ5262296zbMATHOpenAlexFDO

Authors 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)

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

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)

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.

Recommendations

• Improved sensitivity relations in state constrained optimal control
• scientific article; zbMATH DE number 16315
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
• Sensitivity interpretations of the costate function of optimal control

Cites work

• scientific article; zbMATH DE number 3871704 (Why is no real title available?)
• scientific article; zbMATH DE number 4120874 (Why is no real title available?)
• Improved sensitivity relations in state constrained optimal control
• New results on the relationship between dynamic programming and the maximum principle
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Optimality conditions and synthesis for the minimum time problem
• Optimization and nonsmooth analysis
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Semiconcavity of the value function for a class of differential inclusions
• Some Characterizations of Optimal Trajectories in Control Theory
• Sur les figures superconvexes planes
• The Relationship between the Maximum Principle and Dynamic Programming
• The dual arc inclusion with differential inclusions

Cited in

(8)

• Optimization of higher-order differential inclusions with special boundary value conditions
• Necessary and sufficient conditions of optimality for second order discrete and differential inequalities
• Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Optimal control of higher order differential inclusions with functional constraints
• Improved sensitivity relations in state constrained optimal control
• Optimization of Mayer problem with Sturm-Liouville-type differential inclusions
• Conjugate Times and Regularity of the Minimum Time Function with Differential Inclusions

This page was built for publication: Sensitivity relations for the Mayer problem with differential inclusions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5262296)