Singularities of the Hamiltonian vector field in optimal control problems

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Singularities of vector fields, topological aspects (58K45) Control of mechanical systems (70Q05)

Review text

Extending to optimal control previous research of \textit{I. Ekeland} [Publ. Math., Inst. Haut. Étud. Sci. 47(1977), 5-32 (1978; Zbl 0447.49015)], the author studies the ``generic singularities of Hamiltonians arising in the formulation of the Maximum Principle for optimal control problems, that are of the form: NEWLINE\[NEWLINE H(x,p):=\displaystyle \max_{u\in M}{\mathcal H}(x,p,u), \;{\mathcal H}(x,p,u): =p.F(x,u)-f(x,u) NEWLINE\]NEWLINE in the case \(M\) is an \(n\)-dimensional compact manifold with 2-dimensional corners. NEWLINENEWLINENEWLINEFirst, using the general singularity theory, the author proves in Theorem 1 that for any \((F,f)\) in a residual subset of the set of \(C^\infty\) functions, a fixed point \((\overline x,\overline p)\in T^*R\) belongs to one of certain \(8\) singularity sets for which ``local normal forms of the Hamiltonian are provided. NEWLINENEWLINENEWLINEThe largest part of the paper is devoted to the description of local phase portraits of the trajectories of the corresponding Hamiltonian vector field \(X_H(.,.)\) which, at the differentiability points of \(H(.,.)\), is defined by: NEWLINE\[NEWLINE X_H(x,p):= \Biggl({{\partial H}\over{\partial p}}(x,p), -{{\partial H}\over {\partial x}}(x,p)\Biggr), NEWLINE\]NEWLINE in a neighbourhood of each type of singular point. NEWLINENEWLINENEWLINEOne may note that at the points at which \(H(.,.)\) is not differentiable, the author does not give a clear definition of the Hamiltonian ``orientor field \(X_H(.,.)\) (which should be a multifunction), so the analysis of the local phase portraits seems rather ``artisanal; since the generic local normal forms of the Hamiltonian in Theorem 1 seem to be locally-Lipschitz stratified functions, perhaps a more rigorous study could be obtained using either the ``stratified Hamiltonian orientor fields in [\textit{Şt. Mirică}, Anal. Univ. Bucur., Mat. 33, 59-68 (1984; Zbl 0546.49009); Bull. Math. Soc. Sci. Math. Roum., Nouv. Sér. 41, No. 1, 23-40 (1998; Zbl 0949.35040)] or ``Clarke's Hamiltonian inclusion in [\textit{F. H. Clarke}, ``Optimization and nonsmooth analysis (1983; Zbl 0582.49001)].

Recommendations

Cites work

Cited in

(6)

This page was built for publication: Singularities of the Hamiltonian vector field in optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5927714)