Bulletin of Irkutsk State University. Series Mathematics
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Bulletin of Irkutsk State University. Series Mathematics:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Bulletin of Irkutsk State University. Series Mathematics, 2018, Volume 25, Pages 46–62
DOI: https://doi.org/10.26516/1997-7670.2018.25.46
(Mi iigum345)
 

This article is cited in 1 scientific paper (total in 1 paper)

Feedback minimum principle for impulsive processes

V. A. Dykhta, O. N. Samsonyuk

Matrosov Institute for System Dynamics and Control Theory SB RAS, Irkutsk, Russian Federation
Full-text PDF (435 kB) Citations (1)
References:
Abstract: We consider an optimal impulsive control problem with a terminal functional and trajectories of bounded variation. The control system we consider has a bilinear structure with respect to the state and control variables and is governed by nonnegative vector Borel measures under constraints on their total variation. This problem is the impulsive-trajectory extension for the corresponding classical optimal control problem, which, in general, does not have optimal solutions with measurable controls. We do not posit any commutativity assumptions guaranteeing the well-posedness property for the impulsive extension. The so-called singular space-time transformation is used to define an individual trajectory and transform the impulsive system to an auxiliary ordinary control system.
The aim of this paper is to prove a nonlocal necessary optimality condition for impulsive processes. This condition is based on feedback controls providing descent directions for the functional. This necessary condition is called the feedback minimum principle. It is a generalization of the corresponding principle for classical optimal control problems. The feedback minimum principle is formulated within the framework of the generalized maximum principle for impulsive processes. An example illustrating the optimality condition is considered.
Keywords: impulsive control, trajectory of bounded variation, feedback control, optimality condition.
Funding agency Grant number
Russian Foundation for Basic Research 17-01-00733_а
Bibliographic databases:
Document Type: Article
UDC: 517.977.5
MSC: 93C10, 93C23
Language: Russian
Citation: V. A. Dykhta, O. N. Samsonyuk, “Feedback minimum principle for impulsive processes”, Bulletin of Irkutsk State University. Series Mathematics, 25 (2018), 46–62
Citation in format AMSBIB
\Bibitem{DykSam18}
\by V.~A.~Dykhta, O.~N.~Samsonyuk
\paper Feedback minimum principle for impulsive processes
\jour Bulletin of Irkutsk State University. Series Mathematics
\yr 2018
\vol 25
\pages 46--62
\mathnet{http://mi.mathnet.ru/iigum345}
\crossref{https://doi.org/10.26516/1997-7670.2018.25.46}
Linking options:
  • https://www.mathnet.ru/eng/iigum345
  • https://www.mathnet.ru/eng/iigum/v25/p46
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Statistics & downloads:
    Abstract page:185
    Full-text PDF :61
    References:32
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024