A higher-order maximum principle for impulsive optimal control problems

Resumo

We consider a nonlinear system, affine with respect to an unbounded control u which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to u. This lack of coercivity gives the problem an impulsive character, meaning that minimizing sequences of trajectories happen to converge towards discontinuous paths. As is known,a distributional approach does not make sense in such a nonlinear setting, where, instead, a suitable embedding in the graph-space is needed. We provide higher order necessary optimality conditions for properly defined impulsive minima, in the form of equalities and inequalities involving iterated Lie brackets of the dynamical vector fields. These conditions are derived under very weak regularity assumptions and without any constant rank conditions.

Ficha do documento

Tipo

Artigo científico

Ano

2019

Instituição

Fundação Getulio Vargas

Fonte

Repositório da FGV

Idioma

Inglês

Acesso

Não informado

Identificador

oai:repositorio.fgv.br:10438/33755

Palavras-chave

Optimal controlMatemáticaMatemática aplicada