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The shooting approach in analyzing bang-bang extremals with simultaneous control switches

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Języki publikacji
EN
Abstrakty
EN
The paper is devoted to stability investigation of optimal structure and switching points position for parametric bang-bang control problem with special focus on simultaneous switches of two control components. In contrast to problems where only simple switches occur, the switching points in general are no longer differentiable functions of input parameters. Conditions for Lipschitz stability are found which generalize known sufficient optimality conditions to nonsmooth situation. The analysis makes use of backward shooting representation of extremals, and of generalized implicit function theorems. The Lipschitz properties are illustrated for an example by constructing backward parameterized family of extremals and providing first-order switching points prediction.
Rocznik
Strony
307--327
Opis fizyczny
Bibliogr. 21 poz.
Twórcy
  • Brandenburgische Technische Universitat Cottbus Institut fur Angewandte Mathematik und Wissenschaftliches Rechnen, PF 101344, 03013 Cottbus, Germany, felgenh@tu-cottbus.de
Bibliografia
  • AGRACHEV, A. and SACHKOV, Yu. (2004) Control theory from the geometric viewpoint. Encyclopaedia of Mathematical Sciences, 87. Control Theory and Optimization, II. Springer, Berlin.
  • AGRACHEV, A., STEFANI, G. and ZEZZA P.L. (2002) Strong optimality for a bang-bang trajectory. SIAM J. Control Optim. 41, 991-1014.
  • BULIRSCH, R. and STOER, J. (1980) Introduction to Numerical Analysis I, II. Springer, New York.
  • CLARKE, F.H. (1983) Optimization and Nonsmooth Analysis. Wiley Inc., New York.
  • FELGENHAUER, U. (2003) On stability of bang-bang type controls. SIAM J. Control Optim., 41, 6, 1843-1867.
  • FELGENHAUER, U. (2004) Optimality and sensitivity for semilinear bang-bang type optimal control problems. Internat. J. Appl. Math. Computer Sc., 14, 4, 447-454.
  • FELGENHAUER, U. (2005) Optimality properties of controls with bang-bang components in problems with semilinear state equation. Control & Cybernetics, 34, 3, 763-785.
  • FELGENHAUER, U. (2006) Primal-dual stability approach for bang-bang optimal controls in semilinear systems. Internat. J. Appl. Math. Computer Sc., to appear.
  • FELGENHAUER, U. (2007) Lipschitz stability of broken extremals in bang-bang control problems. In: Lirkov et al., eds., Proc. 6th Internat. Gonf. Large-Scale Scientific Computing, Sozopol 2007, Lect. Notes Comp. Sci. 4818, Springer, 317-325.
  • KIM, J.R. and MAURER, H. (2003) Sensitivity analysis of optimal control problems with bang-bang controls. In: Proc. 42nd IEEE-Conference on Decision and Control, Maui (USA) 2003, 4, 3281-3286.
  • KLATTE, D. and KUMMER, B. (2002) Nonsmooth Equations in Optimization. Dordrecht, Kluwer Acad. Publ.
  • KOJIMA, M. (1980) Strongly stable stationary solutions in nonlinear programs. In: Analysis and Computing of Fixed Points. Academic Press, 93-183.
  • LEDZEWICZ, U., NOWAKOWSKI, A. and SCHATTLER, H. (2004) Stratifiable families of extremals and sufficient conditions for optimality in optimal control problems. J. Optim. Theory Appl. 122, 2, 345-370.
  • MAURER, H. and OSMOLOVSKII, N.P. (2005) Equivalence of second-order optimality conditions for bang-bang control problems, Part 1: Main results. Control & Cybernetics, 34, 3, 2005, 927-950. Part 2: Proofs, variational derivatives, and representations. Control & Cybernetics, 36, 1, 2007, 5-45.
  • MORDUKHOVICH, B.S. (2006) Variational Analysis and Generalized Differentiation I, H. Springer, Berlin.
  • NOBLE, J. and SCHÄTTLER, H. (2002) Sufficient conditions for relative minima of broken extremals in optimal control theory. J. Math. Anal. Appl. 269, 98-128.
  • OSMOLOVSKII, N.P. (2000) Second-order conditions for broken extremals. In: A. Ioffe et al., eds., Calculus of Variations and Optimal Control. Chapman & Hall/CRC Res. Notes Math. 411, Boca Raton, FL, 198-216.
  • POGGIOLINI, L. and STEFANI, G. (2004) State-local optimality of a bang-bang trajectory: a Hamiltonian approach. Syst. Control Lett. 53, 3-4, 269-279.
  • POGGIOLINI, L. and STEFANI, G. (2006) Sufficient optimality conditions for a bang-bang trajectory. In: Proc. 45th IEEE-Conference on Decision and Control, San Diego (USA), 2006, 6624-6629.
  • SCHÄTTLER, H. (2006) Local fields of extremals for optimal control problems with state constraints of relative degree 1. J. Dyn. Control Syst. 12, 4, 563-599.
  • SCHOLTES, S. (1994) Introduction to piecewise differentiable equations. Preprint 53/1994, Inst. f. Statistik u. Mathemat. Wirtschaftstheorie, Universität Karlsruhe.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0031-0071
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