On the relation between two approaches to necessary optimality conditions in problems with state constraints. (English) Zbl 1370.49011
Summary: We consider a class of optimal control problems with a state constraint and investigate a trajectory with a single boundary interval (subarc). Following R.V. Gamkrelidze, we differentiate the state constraint along the boundary subarc, thus reducing the original problem to a problem with mixed control-state constraints, and show that this way allows one to obtain the full system of stationarity conditions in the form of A.Ya. Dubovitskii and A.A. Milyutin, including the sign definiteness of the measure (state constraint multiplier), i.e., the nonnegativity of its density and atoms at junction points. The stationarity conditions are obtained by a two-stage variation approach, proposed in this paper. At the first stage, we consider only those variations, which do not affect the boundary interval, and obtain optimality conditions in the form of Gamkrelidze. At the second stage, the variations are concentrated on the boundary interval, thus making possible to specify the stationarity conditions and
obtain the sign of density and atoms of the measure.
MSC:
| 49K15 | Optimality conditions for problems involving ordinary differential equations |
| 49K30 | Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) |
| 28A25 | Integration with respect to measures and other set functions |
Keywords:
optimal control problem; state constraint; mixed constraint; boundary subarc; extremal; extended weak minimality; replication of variables; atoms of measureReferences:
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