Skip to main content
Log in

Second Order Necessary Conditions for Optimal Impulsive Control Problems

  • Published:
Journal of Dynamical and Control Systems Aims and scope Submit manuscript

Abstract

First and second order necessary conditions of optimality for an impulsive control problem are presented and derived. One of the main features of these results is that no a priori normality assumptions are required and they are informative for abnormal control processes as well. This feature follows from the fact that the conditions are derived from an extremal principle, which is proved for an abstract minimization problem with equality and inequality type constraints and constraints given by convex cone.

Two simple examples illustrate the power of our result.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

REFERENCES

  1. A. A. Agrachev and R. V. Gamkrelidze, Index of extremality and quasiextremality. Russian Math. Surveys 284 (1985), 11-14.

    Google Scholar 

  2. A. V. Arutyunov, Optimality conditions: Abnormal and degenerate problems. Kluwer Acad. Publ., 2000.

  3. A. V. Arutyunov, Second-order conditions in extremal problems. The abnormal points. In: Trans. Amer. Math. Soc. 350 (1998), 4341-4365.

    Google Scholar 

  4. J.-P. Aubin and I. Ekeland, Applied nonlinear analysis. John Wiley and Sons, 1984.

  5. A. Bressan and F. Rampazzo, Impulsive control systems with commutative vector fields. J. Optim. Theory Appl. 71 (1991), No. 1 67-83.

    Google Scholar 

  6. A. Bressan and F. Rampazzo, Impulsive control systems without commutativity assumptions. J. Optim. Theory Appl. 81 (1994), No. 3, 435-457.

    Google Scholar 

  7. B. Brogliato Nonsmooth impact mechanics: Models, dynamics and control. Lect. Notes Control and Inform. Sci. 220, Springer-Verlag, 1996.

  8. C. Clark, F. Clarke, and G. Munro, The optimal exploitation of renewable stocks. Econometrica 47 (1979), 25-47.

    Google Scholar 

  9. F. H. Clarke, Yu. Ledyaev, R. Stern, and P. Wolenski, Nonsmooth analysis and control theory. Grad. Texts in Math. 178, Springer-Verlag, New York, 1998.

    Google Scholar 

  10. G. Dal Maso and F. Rampazzo, On systems of ordinary differential equations with measures as controls. Differential Integral Equations 4 (1991), 739-765.

    Google Scholar 

  11. V. Dykhta and O. Sumsonuk, A maximum principle for optimal impulsive processes and its applications. In: Proc. European Control Confer. V.2-FR-A-D-3, Brussels, Belgium, 1997.

  12. V. Dykhta, Second order optimality conditions for impulse control problem and multiprocesses. In: Proc. of IFAC Workshop “Singular Solutions and Perturbations in Control Systems”, Pereslavl-Zalessky, Russia, July 7–11, 1997, Elsevier Science Ltd., UK, 1997, pp. 97-101.

    Google Scholar 

  13. G. Kolokolnikova, A variational maximum principle for discontinuous trajectories of unbounded asymptotically linear control systems. Diff. Uravn. 33, No. 12, 1631-1638. English transl. J. Differ. Equations 33 (1997), No. 12, 1633-1640.

    Google Scholar 

  14. D. F. Lawden, Optimal trajectories for space navigation. Butterworth, London, 1663.

  15. U. Ledzewicz and H. Schaettler, Higher order conditions for optimality. SIAM J. Control Optim. 37 (1998), No. 1, 33-53.

    Google Scholar 

  16. U. Ledzewicz and H. Schaettler, Higher order extended maximum principles for optimal control problems with nonregular constraints. In: Optimal Control: Theory, Algorithms and Applications. (W. Hager and P. Pardalos, Eds.), Kluwer Academic Publ. (1998), pp. 298-325.

  17. J. P. Marec, Optimal space trajectories. Elsevier, 1979.

  18. B. M. Miller, Optimality conditions in problems of generalized control. Automat Remote Control 5 (1992), 50-58.

    Google Scholar 

  19. B. S. Mordukhovich, On necessary conditions for an extremum in nonsmooth optimization. Sov. Math. Dokl. 32 (1985), 215-220.

    Google Scholar 

  20. Yu. Orlov, Theory of optimal systems with generalized controls [Russian]. Moscow, Nauka, 1988.

  21. F. Pereira, A maximum principle for impulsive control problems with state constraints. Internat. J. Comput. Appl. Math. 19 (2000), No. 2, 1-19.

    Google Scholar 

  22. F. Pereira and G. Silva, Necessary conditions of optimality for vector-valued impulsive control problems. In: Systems and Control Letters 40 (2000), 205-215.

    Google Scholar 

  23. R. T. Rockafellar, Optimality conditions for convex control problems with nonnegative states and the possibility of jumps. In: Game Theory and Math. Economics (O. Moeschlin, D. Pallaschke, Eds.). NorthHolland Publishing Company, 1981.

  24. A. V. Sarychev, Optimization of generalized controls in a nonlinear time optimal problem. Differential Equations 27 (1991), No. 5, 539-550.

    Google Scholar 

  25. G. N. Silva and R. B. Vinter, Measure differential inclusions. J. Math. Anal. Appl. 202 (1996), 727-746.

    Google Scholar 

  26. G. N. Silva and R. B. Vinter, Necessary conditions for optimal impulsive control problems. SIAM J. Control Optim. 35 (1997), 1829-1846.

    Google Scholar 

  27. R. B. Vinter and F. M. L. Pereira, A maximum principle for optimal processes with discontinuous trajectories. SIAM J. Control Optim. 26 (1988), 205-229.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Arutyunov, A., Jaćimović, V. & Pereira, F. Second Order Necessary Conditions for Optimal Impulsive Control Problems. Journal of Dynamical and Control Systems 9, 131–153 (2003). https://doi.org/10.1023/A:1022111402527

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1022111402527

Navigation