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Abstrakty
This paper studies a general optimal control problem for nonconvex delay-differential inclusions with endpoint constraints. In contrast to previous publications on this topic, we incorporate time-dependent set constraints on the initial interval, which are specific for systems with delays and provide an additional source for optimization. Our variational analysis is based on well-posed discrete approximations of constrained delay-differential inclusions by a family of time-delayed systems with discrete dynamics and perturbed constraints. Using convergence results for discrete approximations and advanced tools of nonsmooth variational analysis, we derive necessary optimality conditions for constrained delay-differential inclusions in both Euler-Lagrange and Hamiltonian forms involving nonconvex generalized differential constructions for nonsmooth functions, sets, and set-valued mappings.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Strony
585--609
Opis fizyczny
Bibliogr. 27 poz.
Twórcy
autor
- Department of Mathematics, Wayne State University, Detroit, MI 48202
autor
- Department of Mathematics, Wayne State University, Detroit, MI 48202
Bibliografia
- Aubin, J.-P. and Cellina, A. (1984) Differential Inclusions. Springer, Berlin.
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- Clarke, F.H. (1983) Optimization and Nonsmooth Analysis. Wiley, New York.
- Clarke, F.H. and Watkins, G.G. (1986) Necessary conditions, controllability and the value function for differential–difference inclusions. Nonlinear Anal., 10, 1155–1179.
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- Dontchev, A.L. (1996) Discrete approximations in optimal control. In: B. S. Mordukhovich and H. J. Sussmann, eds., Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control. IMA Volumes in Mathematics and its Applications, 78, 59–80. Springer, New York.
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- Ioffe, A.D. (1997) Euler–Lagrange and Hamiltonian formalisms in dynamic optimization. Trans. Amer. Math. Soc., 349, 2871–2900.
- Loewen, P.D. and Rockafellar, R.T. (1997) Bolza problems with general time constraints. SIAM J. Control Optim., 35, 2050–2069.
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- Mordukhovich, B.S. (1984) Nonsmooth analysis with nonconvex generalized differentials and adjoint mappings. Doklady Akad Nauk BSSR, 28, 976–979.
- Mordukhovich, B.S. (1988) Approximation Methods in Problems of Optimization and Control. Nauka, Moscow.
- Mordukhovich, B.S. (1993) Complete characterization of openness, metric regularity, and Lipschitzian properties of multifunctions. Trans. Amer. Math. Soc., 340, 1–35.
- Mordukhovich, B.S. (1995) Discrete approximations and refined Euler–Lagrange conditions for nonconvex differential inclusions. SIAM J. Control Optim., 33, 882–915.
- Mordukhovich, B.S. and Trubnik, R. (2001) Stability of discrete approximation and necessary optimality conditions for delay–differential inclusions. Annals Oper. Res., 101, 149–170.
- Mordukhovich, B.S., Treiman, J.S. and Zhu, Q.J. (2002) An extended extremal principle with applications to multiobjective optimization. To appear in SIAM J. Control Optim.
- Poliquin, R.A., Rockafellar, R.T. and Thibault, L. (2000) Local differentiability of distance functions. Trans. Amer. Math. Soc., 332, 5231–5249.
- Rockafellar, R.T. (1996) Equivalent subgradient versions of Hamiltonian and Euler–Lagrange conditions in variational analysis. SIAM J. Control Optim., 34, 1300–1314.
- Rockafellar, R.T. and Wets, R. J.-B. (1998) Variational Analysis. Sprin- -ger, Berlin.
- Smirnov, G.V. (2002) Introduction to the Theory of Differential Inclusions. American Mathematical Society, Providence, R.I.
- Sussmann, H.J. (2000) New theories of set-valued differentials and new versions of the maximum principle in optimal control theory. In: A. Isidori et al., eds. Nonlinear Control in the Year 2000. Springer, Berlin, 487–472.
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- Zhu, Q.J. (2002) Hamiltonian necessary conditions for a multiobjective optimal control problem with endpoint constraints. SIAM J. Control Optim., 39, 97–112
Typ dokumentu
Bibliografia
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bwmeta1.element.baztech-article-BAT5-0007-0024