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Variations of the \(v\)-change of time in problems with state constraints. (English. Russian original) Zbl 1431.49024

Proc. Steklov Inst. Math. 305, Suppl. 1, S49-S64 (2019); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 24, No. 1, 76-92 (2018).
Summary: For a general optimal control problem with a state constraint, we propose a proof of the maximum principle based on a \(v\)-change of the time variable \(t \mapsto \tau \), under which the original time becomes yet another state variable subject to the equation \(dt /d \tau = v( \tau )\), while the additional control \(v ( \tau ) \geq 0\) is piecewise constant and its values are arguments of the new problem. Since the state constraint generates a continuum of inequality constraints in this problem, the necessary optimality conditions involve a measure. Rewriting these conditions in terms of the original problem, we get a nonempty compact set of collections of Lagrange multipliers that fulfil the maximum principle on a finite set of values of the control and time variables corresponding to the \(v\)-change. The compact sets generated by all possible piecewise constant \(v\)-changes are partially ordered with respect to inclusion, thus forming a centered family. Taking any element of their intersection, we obtain a universal optimality condition, in which the maximum principle holds for all values of the control and time.

MSC:

49K15 Optimality conditions for problems involving ordinary differential equations
Full Text: DOI

References:

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