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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2018, Volume 24, Number 1, Pages 15–26
DOI: https://doi.org/10.21538/0134-4889-2018-24-1-15-26
(Mi timm1493)
 

This article is cited in 3 scientific papers (total in 3 papers)

On an optimal control problem with discontinuous integrand

S. M. Aseev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Full-text PDF (229 kB) Citations (3)
References:
Abstract: We consider an optimal control problem for an autonomous differential inclusion with free terminal time and a mixed functional which contains the characteristic function of a given open set $M\subset\mathbb{R}^n$ in the integral term. The statement of the problem weakens the statement of the classical optimal control problem with state constraints to the case when the presence of admissible trajectories of the system in the set $M$ is physically allowed but unfavorable due to safety or instability reasons. Using an approximation approach, necessary conditions for the optimality of an admissible trajectory are obtained in the form of Clarke's Hamiltonian inclusion. The result involves a nonstandard stationarity condition for the Hamiltonian. As in the case of the problem with a state constraint, the obtained necessary optimality conditions may degenerate.Conditions guaranteeing their nondegeneracy and pointwise nontriviality are presented. The results obtained extend the author's previous results to the case of a problem with free terminal time and more general functional.
Keywords: risk zone, state constraints, optimal control, Hamiltonian inclusion, Pontryagin maximum principle, nondegeneracy conditions.
Funding agency Grant number
Russian Science Foundation 14-50-00005
Received: 10.10.2017
English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2019, Volume 304, Issue 1, Pages S3–S13
DOI: https://doi.org/10.1134/S0081543819020020
Bibliographic databases:
Document Type: Article
UDC: 517.977
MSC: 49KXX
Language: Russian
Citation: S. M. Aseev, “On an optimal control problem with discontinuous integrand”, Trudy Inst. Mat. i Mekh. UrO RAN, 24, no. 1, 2018, 15–26; Proc. Steklov Inst. Math. (Suppl.), 304, suppl. 1 (2019), S3–S13
Citation in format AMSBIB
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