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Optimality and stability result for bang-bang optimal controls with simple and double switch behaviour

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Języki publikacji
EN
Abstrakty
EN
The paper considers parametric optimal control problems with bang-bang control vector function. For this problem we give regularity and second-order optimality conditions at the nominal solution which are sufficient to: (i) existence and local uniqueness of extremals, (ii) local structure stability, (iii) strong local optimality, under parameter perturbations. Here "local" means in a L∞ neighbourhood of the nominal trajectory, regardless of the control values. Stability results were obtained by the first author using the shooting approach, while optimality results were obtained by the other authors, using the Hamiltonian approach. The paper, combining both approaches, allows to unify the assumptions and to close some gaps between optimality and stability results.
Rocznik
Strony
1305--1325
Opis fizyczny
Bibliogr. 30 poz.
Twórcy
autor
  • Brandenburgische Technische Universitat Cottbus, Institut fur Angewandte Mathematik und Wissenschaftliches Rechnen, Germany, felgenh@tu-cottbus.de
Bibliografia
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  • AGRACHEV, A., STEFANI, G. and ZEZZA, P. L. (2002) Strong optimality for a bang-bang trajectory. SIAM J. Control Optim. 41 (4), 991-1014.
  • ARUTYUNOV, A.V., AVAKOV, E.R. and IZMAILOV, A.F. (2007) Directional regularity and metric regularity. SIAM J. Optim. 18 (3), 810-833.
  • 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. (2008a) Lipschitz stability of broken extremals in bang-bang control problems. In: I. Lirkov et al., eds., Proc. th Internat. Conf. Large-Scale Scientific Computing, Sozopol 2007, Lecture Notes Comp. Sci. 4818, Springer, 306-314.
  • FELGENHAUER, U. (2008b) The shooting approach in analyzing bang-bang extremals with simultaneous control switches. Control & Cybernetics 37 (2), 307-327.
  • GOODMAN, R.W. (1976) Nilpotent Lie groups: structure and applications to analysis, Lecture Notes in Mathematics 562, Springer
  • 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, Hawaii 2003, 4, 3281-3286.
  • KLATTE, D. and KUMMER, B. (2002) Nonsmooth Equations in Optimization. Kluwer Acad. Publ, Dordrecht.
  • 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. (2004) Second order sufficient conditions for time-optimal bang-bang control. SIAM J. Control Optim. 42 (6), 2239-2263.
  • MAURER, H. and OSMOLOVSKII, N.P. (2005) Equivalence of second-order optimality conditions for bang-bang control problems. Control & Cybernetics 34 (3), 927-950.
  • MAURER, H. and OSMOLOVSKII, N.P. (2007) Equivalence of second order optimality conditions for bang-bang control problems. II. Proofs, variational derivatives and representations. Control & Cybernetics 36 (1), 5-45.
  • MILYUTIN, A.A. and OSMOLOVSKII, N.P. (1998) Calculus of Variations and Optimal Control, Amer. Mathem. Soc., Providence, Rhode Island.
  • MORDUKHOVICH, B.S. (2006) Variational Analysis and Generalized Differentiation I, II. Springer, Berlin.
  • NOBLE, J. and SCHATTLER, H. (2002) Sufficient conditions for relative minima of broken extremals in optimal control theory. J. Math. Anal. Appl. 269, 98-128.
  • OBERLE H. J. (1987) Numerical computation of singular control functions for a two-link robot arm. In: R. Burlisch et al., eds., Optimal Control. LNCIS 95, Springer, 244-253.
  • OSMOLOVSKII, N.P. (1995) Quadratic conditions for nonsingular extremals in optimal control (A theoretical treatment). Russian J. of Mathem. Physics 2, 487-512.
  • OSMOLOVSKII, N.P. {2004) Quadratic extremality conditions for broken extremals in the general problem of the calculus of variations. Optimal control and dynamical systems. J. of Mathem. Sciences 123 (3), 3987-4122.
  • OSMOLOVSKII, N.P. and LEMPIO, F. (2002) Transformation of quadratic forms to perfect squares for broken extremals. Set-Valued Analysis 10, 209-232.
  • POGGIOLINI, L. and SPADINI, M. (2008) Sufficient optimality conditions for a bang-bang trajectory in a Bolza Problem. In: A. Sarychev et al., eds., Mathematical Control Theory and Finance, Springer, 337-357.
  • POGGIOLINI, L. and SPADINI, M. (2009) Strong local optimality for a bang-bang trajectory in a Mayer problem. Submitted.
  • POGGIOLINI, L. and STEFANI, G. (2004) State-local optimality of a bang-bang trajectory: a Hamiltonian approach. Systems Control Lett. 53, 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).
  • ROCKAFELLAR, R.T. and WETS, R.J. (1998) Variational Analysis. Springer, Berlin.
  • 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.
  • SARYCHEV, A.V. (1997) First- and second-order sufficient optimality conditions for bang-bang controls. SIAM J. Control Optim. 35 (1), 315-340.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0046-0017
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