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Feedback Optimality Conditions with Weakly Invariant Functions for Nonlinear Problems of Impulsive Control

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Mathematical Optimization Theory and Operations Research (MOTOR 2019)

Abstract

We consider a broad class of optimal control problems for nonlinear measure-driven equations. For such problems, we propose necessary optimality conditions, which are based on a specific procedure of “feedback variation” of a given, reference impulsive control. The approach is based on using impulsive feedback controls designed by means of “weakly invariant functions”. The concept of weakly invariant function generalizes the notion of weakly monotone function. In the paper, we discuss the advantages of this approach and some perspectives of designing, on its base, nonlocal numeric algorithms for optimal impulsive control.

Partially supported by the Russian Foundation for Basic Research, projects nos 18-31-20030, 18-31-00425, 17-01-00733.

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Correspondence to Stepan Sorokin .

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Samsonyuk, O., Sorokin, S., Staritsyn, M. (2019). Feedback Optimality Conditions with Weakly Invariant Functions for Nonlinear Problems of Impulsive Control. In: Khachay, M., Kochetov, Y., Pardalos, P. (eds) Mathematical Optimization Theory and Operations Research. MOTOR 2019. Lecture Notes in Computer Science(), vol 11548. Springer, Cham. https://doi.org/10.1007/978-3-030-22629-9_36

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  • DOI: https://doi.org/10.1007/978-3-030-22629-9_36

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  • Online ISBN: 978-3-030-22629-9

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