PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

Optimal control of constrained delay-differential inclusions with multivalued initial conditions

Treść / Zawartość
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
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.
Rocznik
Strony
585--609
Opis fizyczny
Bibliogr. 27 poz.
Twórcy
  • 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.
  • Bellaassali, S. and Jourani, A. (2002) Necessary optimality conditions in multiobjective dynamic optimization. To appear in SIAM J. Control Optim.
  • 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.
  • Clarke, F.H. and Wolenski, P.R. (1996) Necessary conditions for functional differential inclusions. Appl. Math. Optim., 34, 34–51.
  • 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.
  • Dontchev, A.L. and Farkhi, E.M. (1989) Error estimates for discretized differential inclusions. Computing, 41, 349–358.
  • 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.
  • Malanowski, K. (1979) On convergence of finite-difference approximations to control and state constrained convex optimal control problems. Arch. Autom. Telemech., 24, 319–337.
  • Minchenko, L.I. (1999) Necessary optimality conditions for differential–difference inclusions. Nonlinear Anal., 35, 307–322.
  • Mordukhovich, B.S. (1976) Maximum principle in problems of time optimal control with nonsmooth constraints. J. Appl. Math. Mech., 40, 960–969.
  • 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.
  • Vinter, R. (2000) Optimal Control. Birkhauser, Boston.
  • Warga, J. (1972) Optimal Control of Differential and Functional Equations. Academic Press, New York.
  • Zhu, Q.J. (1996) Necessary optimality conditions for nonconvex differential inclusions with endpoint constraints. J. Diff. Equ., 124, 186–204.
  • 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
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0007-0024
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.