The existence problem of optimal control for nonlinear processes

DOI10.1007/BF01896177MaRDI QIDQ801286zbMATH OpenFDO

Authors Shige Peng, Zuhao Chen

Publication date 1983

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01896177

zbMATH Keywords

approximating controlsbang-bang controlsLipschitz functions

Mathematics Subject Classification ID

Absolutely continuous real functions of several variables, functions of bounded variation (26B30) Nonlinear ordinary differential equations and systems (34A34) Control problems involving ordinary differential equations (34H05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15)

Review text

This well structured paper is concerned with the existence of optimal controls for processes governed by general nonlinear systems of ordinary differential equations. The authors extend already known results by \textit{E. B. Lee} and \textit{L. Markus} [Arch. Rat. Mech. Analysis 8, 36-58 (1961; Zbl 0099.087)] and by \textit{L. D. Berkovitz} [Optimal control theory (1974; Zbl 0295.49001)] using more general assumptions on the control system and on the class of admissible controls. Therefore this class may contain functions which are frequently used in engineering, especially bang-bang controls. Following this aim, some classes of controls are carefully investigated: Lipschitz functions, functions of bounded variation, functions which satisfy a Lipschitz condition in the mean, piecewise constant functions with a finite number of switching points. A counterexample is given in order to show that a result on approximated optimal controls - this result is only a theoretical one - given in the above cited paper of Lee and Markus is not true. A correct result is established essentially by taking BV instead of \(C^ 1\) as the class of approximating controls.

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Cites work

• Optimal control for nonlinear processes
• Optimal control theory

Cited in

(8)

• Existence of solutions for a class of nonlinear control problems
• The existence of optimal control on the basis of Weierstrass's theorem
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