Skip to main content
Log in

Necessary conditions of the minimum in an impulse optimal control problem

  • Published:
Journal of Mathematical Sciences Aims and scope Submit manuscript

Abstract

The paper is devoted to studying the impulse optimal control problem with inequality-type state constraints and geometric control constraints defined by a measurable multivalued mapping. The author obtains necessary optimality conditions in the form of the Pontryagin maximum principle and nondegeneracy conditions for the latter.

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. V. Arutyunov, Necessary Extremum Conditions [in Russian], Faktorial, Moscow (1997).

    Google Scholar 

  2. A. V. Arutyunov, “Relaxations and perturbations of optimal control problems,” Tr. Mat. Inst. Ross. Akad. Nauk, 220, 27–34 (1998).

    MATH  MathSciNet  Google Scholar 

  3. A. V. Arutyunov, “Perturbations of constrained extremal problems and necessary optimality conditions,” In: Progress in Science and Technology, Series on Mathematical Analysis [in Russian], Vol. 27, All-Union Institute for Scientific and Technical Information (VINITI), Akad. Nauk SSSR, Moscow (1989), pp. 147–235.

    Google Scholar 

  4. A. V. Arutyunov and N. T. Tynyanskii, “On the maximum principle in the state-constrained problem,” Izv. Akad. Nauk SSSR, Ser. Tekh. Kibern., 4, 60–68 (1984).

    MATH  Google Scholar 

  5. A. V. Arutyunov, “On necessary optimality conditions in the state constrained problem,” Dokl. Akad. Nauk SSSR, 280, No. 5, 1033–1037 (1985).

    MATH  MathSciNet  Google Scholar 

  6. A. V. Arutyunov, “First-order necessary conditions in the state constrained optimal control problem,” Tr. Inst. Prikl. Mat. Tbilis. Univ., 27, 46–59 (1988).

    MATH  MathSciNet  Google Scholar 

  7. A. V. Arutyunov, “Maximum principle and second-order necessary optimality conditions in the optimal control problem with delays,” Soobshch. Akad. Nauk Grus.SSR, 122, No. 2, 265–268 (1986).

    MATH  MathSciNet  Google Scholar 

  8. A. V. Arutyunov, S. M. Aseev, and V. I. Blagodatskikh, “First-order necessary conditions in the optimal control problem for a differential inclusion with state constraints,” Mat. Sb., 184, No. 6, 3–32 (1993).

    MATH  Google Scholar 

  9. A. V. Arutyunov and S. M. Aseev, “Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints,” SIAM J. Control Optim., 35, No. 3, 930–952 (1997).

    Article  MATH  MathSciNet  Google Scholar 

  10. A. V. Arutyunov, V. Jacimovic, and F. L. Pereira, “Second order necessary conditions of optimality for impulsive control problems,” Int. J. Dyn. Contr. Syst., 9, No. 1, 131–153 (2003).

    Article  MATH  MathSciNet  Google Scholar 

  11. A. V. Arutyunov, V. A. Dykhta, and F. L. Pereira, “Necessary conditions for impulsive nonlinear optimal control problems without a priori normality assumptions,” J. Optim. Theory Appl. (in press).

  12. V. I. Blagodatskikh and A. F. Filippov, “Differential inclusions and optimal control,” Tr. Mat. Inst. Akad. Nauk SSSR, 169, 194–252 (1985).

    MATH  MathSciNet  Google Scholar 

  13. A. Bressan and F. Rampazzo, “Impulsive control systems with commutative vector fields,” J. Optim. Theory Appl. 71, 67–83 (1991).

    Article  MATH  MathSciNet  Google Scholar 

  14. F. Clarke, Optimization and Nonsmooth Analysis [Russian translation], Nauka, Moscow (1988).

    MATH  Google Scholar 

  15. V. F. Dem’yanov, Minimax: Differentiability in Directions [in Russian], LGU, Leningrad (1974).

    Google Scholar 

  16. A. Ya. Dubovitskii and V. A. Dubovitskii, “Necessary conditions for the strong minimum in optimal control problems with degeneration of endpoint and state constraints,” Usp. Mat. Nauk, 40, No. 2, 175–176 (1985).

    MATH  MathSciNet  Google Scholar 

  17. A. Ya. Dubovitskii and A. A. Milyutin, “Extremum problems under constraints,” Dokl. Akad. Nauk SSSR, 149, No. 4, 759–762 (1963); Zh. Vychisl. Mat. Mat. Fiz., 5, No. 3, 395–453 (1965).

    MATH  Google Scholar 

  18. V. A. Dykhta and O. N. Samsonyuk, Optimal Impulse Control with Applications [in Russian], Fizmatlit, Moscow (2000).

    Google Scholar 

  19. A. F. Filippov, “On certain problems of optimal regulation,” Vestn. MGU, Mat. Mekh., No. 2, 25–38 (1959).

  20. A. F. Filippov, “Differential equations with discontinuous right-hand side,” Mat. Sb., 51, No. 2 100–128 (1966).

    Google Scholar 

  21. R. V. Gamkrelidze, Foundations of Optimal Control [in Russian], Tbilis. Univ., Tbilisi (1977).

    Google Scholar 

  22. M. I. Gusev, “On optimal control of generalized processes under nonconvex state constraints,” in: Differential Games and Control Problems [in Russian], UNTs Akad. Nauk SSSR, Sverdlovsk (1975).

    Google Scholar 

  23. A. D. Ioffe and V. M. Tikhomirov, “Several remarks on variational principles,” Mat. Zametki, 61, No. 2, 305–311 (1997).

    MATH  MathSciNet  Google Scholar 

  24. A. D. Ioffe and V. M. Tikhomirov, Theory of Extremal Problems [in Russian], Nauka, Moscow (1974).

    MATH  Google Scholar 

  25. A. P. Kartashev and B. L. Rozhdestvenskii, Mathematical Analysis [in Russian], Moscow (1984).

  26. A. A. Kirillov and A. D. Gvishiani, Theorems and Problems of Functional Analysis [in Russian], Nauka, Moscow (1979).

    MATH  Google Scholar 

  27. A. N. Kolmogorov and S. V. Fomin, Elements of Function Theory and Functional Analysis [in Russian], Nauka, Moscow (1968).

    Google Scholar 

  28. N. N. Krasovskii, Theory of Control Motion [in Russian], Nauka, Moscow (1968).

    Google Scholar 

  29. A. B. Kurzhanskii, “Optimal systems with impulse controls,” in: Differential Games and Control Problems [in Russian], UNTs, Akad. Nauk SSSR, Sverdlovsk (1975), pp. 131–156.

    Google Scholar 

  30. A. B. Kurzhanskii and Yu. S. Osipov, “On the control of a linear system by generalized forcings,” Differents. Uravn., 5, No. 8, 1360–1370 (1969).

    MATH  Google Scholar 

  31. A. S. Matveev, “On necessary extremum conditions in an optimal control problem,” Differents. Uravn., 23, No. 4, 629–639 (1987).

    MATH  Google Scholar 

  32. B. M. Miller, “Optimality conditions in generalized control problems,” Avtomat. Telemekh., No. 5, 50–58 (1992).

  33. B. M. Miller, “Generalized solutions in nonlinear optimization problems with impulse control, I. Existence problem of a solution. II. Representation of a solution via a differential equation with a measure,” Avtomat. Telemekh., No. 4, 62–76 (1995); No. 5, 56–70 (1995).

  34. I. P. Natanson, Theory of Functions of a Real Variable [in Russian], Nauka, Moscow (1974).

    Google Scholar 

  35. F. L. Pereira, “A maximum principle for impulsive control problems with state constraints,” Comput. Appl. Math. 19, No. 2, 137–155 (2000).

    MathSciNet  MATH  Google Scholar 

  36. F. L. Pereira and G. N. Silva, “Necessary conditions of optimality for vector-valued impulsive control problems,” Systems Control Lett., 40, 205–215 (2000).

    Article  MATH  MathSciNet  Google Scholar 

  37. F. L. Pereira and G. N. Silva, “Stability for impulsive control systems,” Dyn. Syst., 17, 421–434 (2002).

    Article  MATH  MathSciNet  Google Scholar 

  38. F. L. Pereira, A. Coimbra de Matos, and G. N. Silva, “Hamilton-Jacobi conditions for an impulsive control problem,” in: Nonlinear Control Systems, Fevereiro (2002), pp. 1297–1302.

  39. F. L. Pereira and G. N. Silva, “Necessary conditions of optimality for vector-valued impulsive control problems,” Syst. Control Lett., 40, 205–215 (2000).

    Article  MATH  MathSciNet  Google Scholar 

  40. L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko, Mathematical Theory of Optimal Processes [in Russian], Nauka, Moscow (1976).

    Google Scholar 

  41. W. Rudin, Functional Analysis [Russian translation], Mir, Moscow (1975).

    MATH  Google Scholar 

  42. G. N. Silva and R. B. Vinter, “Measure differential inclusions,” J. Math. Anal. Appl., 202, 727–746 (1996).

    Article  MATH  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  44. G. N. Silva, I. S. Litvinchev, M. Rojas-Medar, and A. J. V. Brandao, “State constraints in optimal impulsive controls, Comput. Appl. Math. 19, No. 2, 179–206 (2000).

    MathSciNet  MATH  Google Scholar 

  45. F. P. Vasil’ev, Numerical Methods for Solving Extremal Problems [in Russian], Moscow (1980).

  46. R. B. Vinter and F. L. Pereira, “Necessary conditions for optimal control problems with discontinuous trajectories,” J. Econom. Dyn. Contr., 10, 115–118 (1986).

    Article  MathSciNet  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

  48. R. B. Vinter and M. M. A. Ferreira, “When is the maximum principle for state constrained problems nondegenerate?” J. Math. Anal. Appl., 187, 438–467 (1994).

    Article  MATH  MathSciNet  Google Scholar 

  49. J. Warga, Optimal Control of Differential and Functional Equations[Russian translation], Nauka, Moscow (1977).

    MATH  Google Scholar 

  50. S. T. Zavalishin and A. N. Sesekin, Impulse Processes: Models and Applications [in Russian], Nauka, Moscow (1991).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

__________

Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 24, Dynamical Systems and Optimization, 2005.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Karamzin, D.Y. Necessary conditions of the minimum in an impulse optimal control problem. J Math Sci 139, 7087–7150 (2006). https://doi.org/10.1007/s10958-006-0408-z

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10958-006-0408-z

Keywords

Navigation