
doi: 10.57016/mv-txbr5253
The authors consider the control system: \(\overset{.}{x}=f(x,u,t)\), \( x(t_{0})=x_{0}\), \(u(t)\in U(t)\), \(t\in \lbrack t_{0},t_{1}]\), where \(t\) is the time, \(x\in \mathbb{R}^{n}\) a state variable, \(x_{0}\) is fixed, and the control \(u(t)\in U(t)\) for a.a. \(t\in \lbrack t_{0},t_{1}]\). The set-valued mapping \(U:\mathbb{R}\rightrightarrows \mathbb{R}^{s}\) is measurable and essentially bounded, and the mapping \(f:\mathbb{R}^{n}\times \mathbb{R} ^{s}\times \lbrack t_{0},t_{1}]\rightarrow \mathbb{R}^{n}\) is continuous, the mapping \(f(\cdot ,u,t)\) being continuously differentiable for every \(u\) and \(t\). A pair of functions \((x(\cdot ),u(\cdot ))\) is an admissible process if \(x(t)\) is a solution to the Cauchy problem and \(u(\cdot )\) is an admissible control, that is \(u\) is measurable and essentially bounded on \( [t_{0},t_{1}]\), and \(u(t)\in U(t)\) for a.a. \(t\in \lbrack t_{0},t_{1}]\). The authors consider the optimization problem for the functional: \( J(u)=\int_{t_{0}}^{t_{1}}f_{0}(x(t),u(t),t)dt+\psi _{0}(x_{1})\rightarrow \mathrm{extr}\), over the set of all admissible pairs \((x(\cdot ),u(\cdot ))\) satisfying the transversality condition \(\psi _{1}(x(t_{1}))=0\), where \(\psi _{1}:\mathbb{R}^{n}\rightarrow \mathbb{R}^{k_{1}}\) is a continuously differentiable mapping and \(k_{1}\geq 0\) a non-negative integer. In the expression of \(J\), the function \(f_{0}\) satisfies the same smoothness conditions as \(f\) and the function \(\psi _{0}\) is continuously differentiable. The admissible process \((\widehat{x}(\cdot ),\widehat{u} (\cdot ))\) satisfies the controllability condition if there exist \(\delta ,C>0\) such that for every \(e=(e_{1},e_{0})\in \mathbb{R}^{k_{1}}\times \mathbb{R}\) satisfying the inequality \(\left\vert e_{1}\right\vert +\left\vert e_{0}-J(\widehat{u})\right\vert \leq \delta \) there exists an admissible process \((x(\cdot ),u(\cdot ))\) such that \(\psi _{1}(x(t_{1}))=e_{1}\), \(J(u)=e_{0}\), and \(\rho (u,\widehat{u})=\mathrm{meas}\{t\in \lbrack t_{0},t_{1}]:\widehat{u}(t)\neq u(t)\}\leq C(\left\vert e_{1}\right\vert +\left\vert e_{0}-J(\widehat{u})\right\vert )\). The admissible process \((\widehat{x}(\cdot ),\widehat{u}(\cdot ))\) satisfies the maximum principle if there exists \((\lambda _{0},\lambda _{1})\neq 0\) in \( \mathbb{R}\times \mathbb{R}^{k_{1}}\) such that the transversality condition \( p(t_{1})=-\frac{\partial l}{\partial x_{1}}(\lambda _{0},\lambda _{1}, \widehat{x}(t_{1}))\), holds and the condition of maximum of the Hamiltonian with respect to \(u\): \(H(\lambda _{0},p(t),\widehat{x}(t),\widehat{u} (t),t)=\max_{u\in U(t)}H(\lambda _{0},p(t),\widehat{x}(t),u,t)\) for a.a. \( t\in \lbrack t_{0},t_{1}]\) holds, the Hamiltonian \(H\) being defined by: \( H(\lambda _{0},p,x,u,t)=\lambda _{0}f_{0}(x,u,t)+\left\langle p,f(x,u,t)\right\rangle \). Here \(l(\lambda _{0},\lambda _{1},x_{1})=\lambda _{0}\psi _{0}(x_{1})+\left\langle \lambda _{1},\lambda \psi _{1}(x_{1})\right\rangle \), \(p(t)\) is an absolutely continuous solution to the linear (with respect to \(p\)) and nonhomogeneous equation: \(\overset{.}{p} =-\frac{\partial H}{\partial x}(\lambda _{0},p(t),\widehat{x}(t),\widehat{u} (t),t)=-p(t)\frac{\partial f}{\partial x}(\widehat{x}(t),\widehat{u} (t),t)+\lambda _{0}\frac{\partial f_{0}}{\partial x}(\widehat{x}(t),\widehat{ u}(t),t)\). The main result of the paper proves that if the admissible process \((\widehat{x}(\cdot ),\widehat{u}(\cdot ))\) does not satisfy the maximum principle, i.e. for every \(\lambda =(\lambda _{0},\lambda _{1})\neq 0 \) and for the corresponding solution \(p\) to the adjoint system, the condition of maximum of the Hamiltonian fails over a set of positive measure, then this process satisfies the controllability condition. For the proof, the authors introduce a finite-dimensional approximation of the optimal control problem, a countable set of admissible controls \( \{u_{i}(\cdot )\}\) such that the set \(\{u_{1}(t),u_{2}(t),\ldots \}\) is everywhere dense in \(U(t)\) for a.a. \(t\in \lbrack t_{0},t_{1}]\). They recall the definition of an approximative continuity point for a given function \(\varphi :[t_{0},t_{1}]\rightarrow \mathbb{R}^{n}\) and they draw computations in finite-dimensional spaces. The paper ends with the description of two examples.
optimal control, Discrete approximations in optimal control, Pontryagin's maximum principle, Optimality conditions for problems involving ordinary differential equations, controllability
optimal control, Discrete approximations in optimal control, Pontryagin's maximum principle, Optimality conditions for problems involving ordinary differential equations, controllability
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