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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
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.
Received: 26.07.2017
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
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https://www.mathnet.ru/eng/timm1498 https://www.mathnet.ru/eng/timm/v24/i1/p76
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Abstract page: | 380 | Full-text PDF : | 113 | References: | 74 | First page: | 15 |
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