Abstract
This paper considers constrained impulsive control problems for which the authors propose a new mathematical concept of control required for the impulsive framework. These controls can arise in engineering, in particular, in problems of space navigation. We derive necessary extremum conditions in the form of the Pontryagin maximum principle and also study conditions under which the constraint regularity clarifications become weaker. In the proof of the main result, Ekeland’s variational principle is used.
Similar content being viewed by others
References
V. M. Alekseev, V. M. Tikhomirov, and S. V. Fomin, Optimal Control [in Russian], Nauka, Moscow (1983).
A. V. Arutyunov, Optimality Conditions: Abnormal and Degenerate Problems, Kluwer Academic Publisher (2000).
A. V. Arutyunov, “Some properties of quadratic mappings,” Vestn. MGU, Vychisl. Mat. Kibern., 2, 30–32 (1999).
A. V. Arutyunov and D. Yu. Karamzin, “Necessary conditions of the minimum in an impulse optimal control problem,” In: Nonlinear Dynamics and Control [in Russian], 4, Fizmatlit, Moscow (2004), pp. 205–240.
A. V. Arutyunov, D. Yu. Karamzin, and F. L. Pereira, “A nondegenerate maximum principle for the impulse control problem with state constraints,” SIAM J. Control Optim., 43, No. 5, 1812–1843 (2005).
A. V. Arutyunov, D. Yu. Karamzin, and F. L. Pereira, “Maximum principle in problems with mixed constraints under weak assumptions of regularity,” In: Theoretical and Applied Problems of Nonlinear Analysis [in Russian], Computational Center of Russian Academy of Sciences (2008), pp. 1–33.
A. V. Arutyunov, D. Yu. Karamzin, and F. L. Pereira, “Necessary optimality conditions for problems with equality and inequality constraints: The abnormal case,” J. Optim. Theory Appl., 1 (2009) (in press).
J. F. Bonnans and A. Shapiro, Perturbation Analysis of Optimization Problems, Springer-Verlag, New York (2000).
A. Bressan and F. Rampazzo, “Impulsive control systems with commutative vector fields,” J. Optim. Theory Appl., 71, 67–83 (1991).
F. H. Clarke, Optimization and Nonsmooth Analysis, John Wiley and Sons, New York (1983).
V. A. Dykhta and O. N. Samsonyuk, Optimal Impulse Control with Applications [in Russian], Fizmatlit, Moscow (2000).
I. Ekeland, “On the variational principle,” J. Math. Anal. Appl., 47, 324–353 (1974).
M. W. Hirsch, Differential Topology, Springer, New York (1976).
A. D. Ioffe and V. M. Tikhomirov, “Several remarks on variational principles,” Mat. Zametki, 61, No. 2, 305–311 (1997).
A. A. Kirillov and A. D. Gvishiani, Theorems and Problems of Functional Analysis [in Russian], Nauka, Moscow (1979).
A. B. Kurzhanskii, Optimal Systems with Impulse Controls, Differential Games and Control Problems [in Russian], Preprint, UNTs, Akad. Nauk SSSR, Sverdlovsk, 131–156 (1975).
B. M. Miller, “Optimality conditions in the problems of generalized optimization, I (necessary conditions)”, Automat. Remote Control, 53, No. 3, 50–58 (1992).
A. A. Milyutin, Maximum Principle in a General Optimal Control Problem [in Russian], Fizmatlit, Moscow (2001).
B. S. Mordukhovich, Variational Analysis and Generalized Differentiation, Springer (2005).
B. S. Mordukhovich, “Maximum principle in problems of time optimal control with nonsmooth constraints,” Appl. Math. Mech., 40, 960–969 (1976).
M. D. R. de Pinho and R. V. Vinter, “Necessary conditions for optimal control problems involving nonlinear differential algebraic equations,” J. Math. Anal. Appl., 212, 493–516 (1997).
L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko, Mathematical Theory of Optimal Processes [in Russian], Nauka, Moscow (1983).
R. W. Rishel, “An extended Pontryagin principle for control systems whose control laws contain measures,” J. SIAM. Ser. A. Control, 3, No. 2, 191–205 (1965).
R. Rockafellar, Convex Analysis, Princeton University Press (1970).
R. B. Vinter and F. L. Pereira, “A maximum principle for optimal processes with discontinuous trajectories,” SIAM J. Control Optim., 26, 205–229 (1988).
Author information
Authors and Affiliations
Corresponding author
Additional information
Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 65, Mathematical Physics, Combinatorics, and Optimal Control, 2009.
Rights and permissions
About this article
Cite this article
Arutyunov, A.V., Karamzin, D.Y. & Pereira, F.L. On constrained impulsive control problems. J Math Sci 165, 654–688 (2010). https://doi.org/10.1007/s10958-010-9834-z
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10958-010-9834-z