Abstract
This paper is concerned with nonsmooth optimal control problems in which the functionals on the right-hand sides of the differential equations describing the controlled system are nondifferentiable (more specifically, quasidifferentiable). Several necessary conditions are derived. It turns out that different variations of a control produce different necessary conditions which are generally not equivalent. As a result we obtain several necessary conditions of different complexity which may be used to solve nonsmooth optimal control problems.
Preview
Unable to display preview. Download preview PDF.
References
V.M. Alekseev, V.M. Tikhomizov and S.V. Fomin, Optimal control (in Russian) (Nauka, Moscow, 1979).
F.H. Clarke, “The maximum principle under minimal hypothesis”, SIAM Journal on Control and Optimization 14(6). (1976) 1078–1091.
V.F. Demyanov and A.M. Rubinov, “On quasidifferentiable functionals”, Doklady Akademii Nauk SSSR 250 (1980) 21–25. (Translated in Soviet Mathematics Doklady 21(1) (1980) 14–17.)
V.F. Demyanov and A.M. Rubinov, “On quasidifferentiable mappings”, Mathematische Operationsforschung und Statistik, Series Optimization 14(1) (1983) 3–21.
V.F. Demyanov, ed., Nonsmooth problems of optimization theory and of control (in Russian) (Leningrad University Press, Leningrad, 1982) (see especially chapter IV by V.N. Nikulina and I.R. Shablinskaya).
E.I. Kugushev, “The maximum principle in optimal control problems with nonsmooth right-side hands” (in Russian), Vestnik Moskovskogo Universiteta 3 (1973) 107–113.
S.S. Mordukhovich and A.Ya. Kruger, “Necessary optimality conditions in terminal control problems with nonfunctional constraints”, (in Russian), Doklady Akademii Nauk BSSR 20(12) (1976) 1064–1067.
L.N. Polyakova, “Necessary conditions for an extremum of quasidifferentiable functions” (in Russian), Vestnik Leningradskogo Universiteta 13 (1980) 57–62 (translated in Vestnik Leningrad University Mathematics 13 (1981), 241–247).
L.S. Pontrjagin, V.G. Boltjanskii, R.V. Gamkrelidse and E.F. Mischenko, The mathematical theory of optimal processes (Wiley, Chichester, 1962).
J. Warga, Optimal control of differential and functional equations (Academic Press, New York, 1972).
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1986 The Mathematical Programming Society, Inc.
About this chapter
Cite this chapter
Demyanov, V.F., Nikulina, V.N., Shablinskaya, I.R. (1986). Quasidifferentiable functions in Optimal Control. In: Demyanov, V.F., Dixon, L.C.W. (eds) Quasidifferential Calculus. Mathematical Programming Studies, vol 29. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121145
Download citation
DOI: https://doi.org/10.1007/BFb0121145
Received:
Revised:
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-00928-0
Online ISBN: 978-3-642-00929-7
eBook Packages: Springer Book Archive