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Mathematical Notes
Article . 1999 . Peer-reviewed
License: Springer Nature TDM
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zbMATH Open
Article . 1999
Data sources: zbMATH Open
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On Bellman’s approach to optimal control theory

On Bellman's approach to optimal control theory
Authors: Sukhinin M.F.;

On Bellman’s approach to optimal control theory

Abstract

According to the author, the aim of this note is to obtain a refinement of his own result in [Math. Notes 38, 658-660 (1985); translation from Mat. Zametki 38, No.2, 265-269 (1985; Zbl 0593.49025)] concerning a certain type of generalization of the Bellman's equation satisfied by the \textit{minimal-time function}: \[ T(y):=\displaystyle \inf_{x(.)}t_1(y;x(.)), \;\;y\in X, \;t_1= t_1(y;x(.))>0 \] subject to: \[ x'(t)\in P(x(t)) \text{ for a.e. } t\in [0,t_1], \;x(0)=y, \;x(t)\neq x_1 \;\forall \;t\in [0,t_1), \;x(t_1)=x_1 \] where \(x_1\in X\) is a given ``target point''. The author uses his own ``differential set of a function'' \(\phi (.):W\subset X \to R\) in a direction \(u\in X\), defined by: \[ DS_u\phi (x):=\bigcap_{\varepsilon >0}\text{Cl}[\bigcup_{\delta \in (0, \varepsilon)} \delta^{-1}[\phi ([x+\delta (u+\varepsilon B)]\cap W)-\phi (x)] \] which actually coincides with the better known ``set-valued contingent derivative'' in [\textit{J. P. Aubin} and \textit{H. Frankowska}, ``Set-valued analysis'' (1990; Zbl 0713.49021)]. The main result, expressed in terms of certain very abstract ``sets of admissible directions'' \(U(x)\subset P(x)\), \(x\in W:= \text{dom}(T(.))\), states that the minimal-time function satisfies the differential inequality: \[ \sup_{u\in U(x)}\sup DS_u(-T) (x)\leq 1 \;\forall \;x\in W:= \text{dom}(T(.)) \] which, at differentiability points of \(T(.)\), coincides with the usual Bellman's equation. Related results, proved in the slightly different context of ``extreme contingent directional derivatives'' and of some more explicitely defined ``sets of generalized tangent directions to admissible trajectories'', may be found in [\textit{Şt. Mirică}, An. Ştiinţ. Univ. Al. I. Cuza Iaşi, Mat. 38, No. 1, 89-102 (1992; Zbl 0823.49020)]; one may note also that the proofs may be simplified using the well-known fact that for any admissible trajectory, the real function \(t\mapsto T(x(t))+t\) is increasing on the interval \([0,t_1]\) and it is constant along any optimal trajectory.

Country
Russian Federation
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Keywords

330, Dynamic programming in optimal control and differential games, Nonsmooth analysis, Optimal control problems with differential inclusions (existence), admissible direction, 510, Optimal control, Time optimality, optimal control, differential set, differential inclusion, Generalized differential equation, Switching line, minimal-time function, Bochner-integrable function, Set-valued and variational analysis, Ordinary differential inclusions, Bellman's equation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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