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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2018, Volume 24, Number 1, Pages 76–92
DOI: https://doi.org/10.21538/0134-4889-2018-24-1-76-92
(Mi timm1498)
 

This article is cited in 4 scientific papers (total in 4 papers)

Variations of the $v$-change of time in problems with state constraints

A. V. Dmitrukab, N. P. Osmolovskiicd

a Central Economics and Mathematics Institute Russian Academy of Sciences, Moscow
b Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
c Moscow State University of Civil Engineering
d University of Technology and Humanities in Radom
Full-text PDF (279 kB) Citations (4)
References:
Abstract: For a general optimal control problem with a state constraint, we propose a proof of the maximum principle based on a $v$-change of the time variable $t\mapsto \tau,$ under which the original time becomes yet another state variable subject to the equation $dt/d\tau = v(\tau),$ while the additional control $v(\tau)\ge 0$ is piecewise constant and its values are arguments of the new problem. Since the state constraint generates a continuum of inequality constraints in this problem, the necessary optimality conditions involve a measure. Rewriting these conditions in terms of the original problem, we get a nonempty compact set of collections of Lagrange multipliers that fulfil the maximum principle on a finite set of values of the control and time variables corresponding to the $v$-change. The compact sets generated by all possible piecewise constant $v$-changes are partially ordered by inclusion, thus forming a centered family. Taking any element of their intersection, we obtain a universal optimality condition, in which the maximum principle holds for all values of the control and time.
Keywords: Pontryagin maximum principle, $v$-change of time, state constraint, semi-infinite problem, Lagrange multipliers, Lebesgue-Stieltjes measure, function of bounded variation, finite-valued maximum condition, centered family of compact sets.
Funding agency Grant number
Russian Foundation for Basic Research 16-01-00585
17-01-00805
Received: 26.07.2017
English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2019, Volume 305, Issue 1, Pages S49–S64
DOI: https://doi.org/10.1134/S0081543819040072
Bibliographic databases:
Document Type: Article
UDC: 517.97
MSC: 49K15
Language: Russian
Citation: A. V. Dmitruk, N. P. Osmolovskii, “Variations of the $v$-change of time in problems with state constraints”, Trudy Inst. Mat. i Mekh. UrO RAN, 24, no. 1, 2018, 76–92; Proc. Steklov Inst. Math. (Suppl.), 305, suppl. 1 (2019), S49–S64
Citation in format AMSBIB
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\by A.~V.~Dmitruk, N.~P.~Osmolovskii
\paper Variations of the $v$-change of time in problems with state constraints
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2018
\vol 24
\issue 1
\pages 76--92
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\crossref{https://doi.org/10.21538/0134-4889-2018-24-1-76-92}
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\transl
\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2019
\vol 305
\issue , suppl. 1
\pages S49--S64
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  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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