Smooth and nonsmooth optimal Lipschitz control -- a model problem

MaRDI QIDQ4249801zbMATH OpenFDO

Authors Manfred Goebel

Publication date 28 November 1999

zbMATH Keywords

Clarke's generalized directional derivativeEkeland's variational principleexistence of optimal controlsLipschitz continuous functionsnecessary optimality conditions

Mathematics Subject Classification ID

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

Review text

For a semilinear second order ordinary differential equation a control problem with pointwise state constraints is considered. The control of the system is realized via the outer function of the nonlinear term in the state equation. The authors prove a simple theorem stating the existence of optimal controls within the class of Lipschitz continuous functions and derive two necessary optimality conditions depending on their smoothness properties. For a smooth optimal control function the given optimality condition looks somehow like Pontryagin's maximum principle. In the general case the optimality condition involves Clarke's generalized directional derivative. Furthermore, a modified problem is considered, for which by means of Ekeland's variational principle a suboptimality condition can be proved. For the entire collection see [Zbl 0885.00052].

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Cited in

(9)

• On \(\varepsilon\)-optimal controls for state constraint problems
• Optimality conditions for a nonlinear boundary value problem using nonsmooth analysis
• Optimal control of ODEs with state suprema
• scientific article; zbMATH DE number 4192510 (Why is no real title available?)
• Integral estimates for ordinary differential equations and their application to nonsmooth optimal control problems
• scientific article; zbMATH DE number 1051040 (Why is no real title available?)
• The generalized method of characteristic in an optimal control problem with Lipschitz data
• Lipschitzianity of optimal trajectories for the Bolza optimal control problem
• Smooth and nonsmooth Lipschitz controls for a class of vector differential equations

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