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This article is cited in 2 scientific papers (total in 2 papers)
Regularization of Pontryagin maximum principle in optimal control of distributed systems
Mikhail I. Sumin Nizhnii Novgorod State University, Nizhnii Novgorod, Russia
Abstract:
This article is devoted to studying dual regularization method applied to parametric convex optimal control problem of controlled third boundary-value problem for parabolic equation with boundary control and with equality and inequality pointwise state constraints. This dual regularization method yields the corresponding necessary and sufficient conditions for minimizing sequences, namely, the stable, with respect to perturbation of input data, sequential or, in other words, regularized Lagrange principle in nondifferential form and Pontryagin maximum principle for the original problem. Regardless of the fact that the stability or instability of the original optimal control problem, they stably generate a minimizing approximate solutions in the sense of J. Warga for it. For this reason, we can interpret these regularized Lagrange principle and Pontryagin maximum principle as tools for direct solving unstable optimal control problems and reducing to them unstable inverse problems.
Keywords:
Optimal boundary control, Parabolic equation, Minimizing sequence, Dual regularization, Stability, Lagrange principle, Pontryagin maximum principle.
Citation:
Mikhail I. Sumin, “Regularization of Pontryagin maximum principle in optimal control of distributed systems”, Ural Math. J., 2:2 (2016), 72–86
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https://www.mathnet.ru/eng/umj22 https://www.mathnet.ru/eng/umj/v2/i2/p72
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Abstract page: | 3446 | Full-text PDF : | 89 | References: | 51 |
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