arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2202.01707math.OC
收藏

非正则混合约束最优控制问题的局部极小值原理

Local Minimum Principle for an Optimal Control Problem with a Nonregular Mixed Constraint

A. V. Dmitruk, N. P. Osmolovskii

摘要:

本文考虑了具有一个非正则混合不等式约束的最简单的最优控制问题,即当控制中的梯度在零曲面上为零时。利用凸锥近似分离的Dubovitskii-Milystrike定理,我们证明了弱极小值的第一或第二必要条件,即所谓的局部极小值原理,它是用有界变差函数、可积函数和勒贝格-斯蒂尔切斯测度来表示的,并且不使用可测有界函数空间上的泛函.给出了两个说明性的例子。这项工作是基于米利班德的结果。

英文摘要:

We consider the simplest optimal control problem with one nonregular mixed inequality constraint, i.e. when its gradient in the control can vanish on the zero surface. Using the Dubovitskii--Milyutin theorem on the approximate separation of convex cones, we prove a first or der necessary condition for a weak minimum in the form of the so-called local minimum principle, which is formulated in terms of functions of bounded variation, integrable functions, and Lebesgue--Stieltjes measures, and does not use functionals on the space of measurable bounded functions. Two illustrative examples are given. The work is based on results by Milyutin.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑