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arXiv 1302.3513math.OC
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时间尺度上有限维非线性最优控制问题的庞特里亚金最大值原理

Pontryagin Maximum Principle for finite dimensional nonlinear optimal control problems on time scales

Loïc Bourdin, Emmanuel Trélat

摘要:

本文对有限维时间尺度上的一般非线性最优控制问题导出了Pontryagin最大值原理的一个强形式。最后的时间可以是固定的或不固定的,在一般边界条件的情况下,我们推导出相应的横截性条件。我们的证明是基于Ekeland的变分原理。我们的陈述和评论清楚地表明了右稠密点和右散布点之间的区别。在右稠密点的哈密顿量的最大化条件的推导,类似于连续时间的情况。在右散射点的一个较弱的条件推导出来,在所谓的稳定的$Ω$密集的方向。我们不做任何特定的限制性假设的动力学或控制约束的集合$Ω$。我们的陈述包含了经典的连续时间和离散时间版本的庞特里亚金最大值原理,并保持在任何一般的时间尺度上,即任何闭子集的$\R$。

英文摘要:

In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary conditions we derive the corresponding transversality conditions. Our proof is based on Ekeland's variational principle. Our statement and comments clearly show the distinction between right-dense points and right-scattered points. At right-dense points a maximization condition of the Hamiltonian is derived, similarly to the continuous-time case. At right-scattered points a weaker condition is derived, in terms of so-called stable $Ω$-dense directions. We do not make any specific restrictive assumption on the dynamics or on the set $Ω$ of control constraints. Our statement encompasses the classical continuous-time and discrete-time versions of the Pontryagin Maximum Principle, and holds on any general time scale, that is any closed subset of $\R$.

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