Time optimal control for some ordinary differential equations with multiple solutions
The system is driven by the vector equation \[ y'(t) = f(t, y(t), u(t)) \quad (t > 0) \qquad y(0) = y_0 \eqno(1) \] where \(y(t) \in {\mathbb R}^n\) and \(u(t) \in U \subset {\mathbb R}^m\) with \(U\) bounded and closed. The function \(f(t, y, u)\) is measurable in \(t\) and continuous in \((y, u)\) in \([0, \infty) \times {\mathbb R}^n \times U\) and satisfies more stringent smoothness assumptions (including continuous differentiability with respect to \(y)\) in \([0, \infty) \times ({\mathbb R}^n \setminus \{y_1\})\times U,\) where \(y_1\) is a singular point. Under these conditions, solutions of (1) with measurable controls (defined as usual by the integrated version of the equation) may not be unique, as illustrated by the system \[ y'(t) = y(t)^{2/3} + u(t) \] where the singular point is \(y_1 = 0.\) The control problem is the time optimal problem with a target set \(Q.\) The authors obtain a version of Pontryagin's maximum principle when the system is autonomous \((f(t, y, u) = f(y, u))\) and prove also existence results under the assumptions that \(f(t, y, u) = g(t, y) + B(t)u\) and \(U\) is convex. In the introduction, there is a comparison of the results obtained with the existing literature on optimal problems for systems that are not well posed, of which (1) is an instance.
nonlinear ordinary differential equations
scientific article; zbMATH DE number 6768796