Non-degenerate maximum principle for optimal control problems with discontinuous right-hand side. (2nd January 2020)

• Record Type: Journal Article
• Authors: Kostyukova, O. I.; Dudina, O. S.
• Is Part Of: Optimization. Volume 69:Number 1(2020)
• Page Start: 91
• Page End: 114
• Publication Date: 2020-01-02
• Subjects: Optimal control -- systems with discontinuous right-hand side -- optimality conditions; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2018.1478972
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: 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.