Non-degenerate maximum principle for optimal control problems with discontinuous right-hand side

In the paper, optimal control problems with discontinuous right-hand side are considered. The main attention is paid to situations when there are intervals where optimal trajectory lies on a switching surface. It is shown that for such a situation the known optimality conditions degenerate: they are satisfied for any feasible control. Hence such conditions are not informative. New non-degenerate necessary optimality conditions in a form of Maximum principle are formulated and proved. Comparison of the obtained optimality conditions with ones known from the literature is presented. © 2018 Informa UK Limited, trading as Taylor & Francis Group

Authors
Kostyukova O.I.1 , Dudina O.S. 2, 3
Journal
Optimization
Language
English
Pages
1-24
Status
Published
Link
External link
DOI
10.1080/02331934.2018.1478972
Year
2018
Organizations
  • 1 Institute of Mathematics, National Academy of Sciences of Belarus, Minsk, Belarus
  • 2 Department of Applied Mathematics and Computer Science, Belarusian State University, Minsk, Belarus
  • 3 Applied Mathematics and Communications Technology Institute, RUDN University, Moscow, Russia
Keywords
Optimal control; optimality conditions; systems with discontinuous right-hand side
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/6582/
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