Research article

Pointwise Jacobson type necessary conditions for optimal control problems governed by impulsive differential systems

  • Received: 31 December 2023 Revised: 29 February 2024 Accepted: 01 March 2024 Published: 07 March 2024
  • This work focuses on an exploration of the pointwise Jacobson-type necessary conditions for optimal control problems governed by differential systems with impulse at fixed times; the pointwise Jacobson-type necessary optimality conditions refer to a type of pointwise second-order necessary optimality conditions for optimal singular control in the classical sense. By introducing an impulsive linear matrix Riccati differential equation, we derive the integral representation of the functional second-order variational. Based on this, the integral form of the second-order necessary conditions and the pointwise Jacobson-type necessary conditions are obtained. Incidentally, we have established the Legendre-Clebsch condition and the pointwise Legendre-Clebsch condition. Finally, an example is provided to illustrate the effectiveness of the main result.

    Citation: Huifu Xia, Yunfei Peng. Pointwise Jacobson type necessary conditions for optimal control problems governed by impulsive differential systems[J]. Electronic Research Archive, 2024, 32(3): 2075-2098. doi: 10.3934/era.2024094

    Related Papers:

  • This work focuses on an exploration of the pointwise Jacobson-type necessary conditions for optimal control problems governed by differential systems with impulse at fixed times; the pointwise Jacobson-type necessary optimality conditions refer to a type of pointwise second-order necessary optimality conditions for optimal singular control in the classical sense. By introducing an impulsive linear matrix Riccati differential equation, we derive the integral representation of the functional second-order variational. Based on this, the integral form of the second-order necessary conditions and the pointwise Jacobson-type necessary conditions are obtained. Incidentally, we have established the Legendre-Clebsch condition and the pointwise Legendre-Clebsch condition. Finally, an example is provided to illustrate the effectiveness of the main result.



    加载中


    [1] V. Lakshmikantham, D. D. Bainov, P. S. Simeonov, Theory of Impulsive Differential Equations, World Scientific, London, 1989.
    [2] A. M. Samoilenko, N. A. Perestyuk, Y. Chapovsky, Impusive Differential Equations, World Scientific, Hong Kong, 1995.
    [3] T. Yang, Impulsive Control Theory, Springer-Verlag, Hong Kong, 2001.
    [4] S. I. Gurgula, N. A. Perestyuk, On stability of solutions of impulsive systems, Vestn. Kiev Univ., Mat. Mekh, 23 (1981), 33–40.
    [5] A. Bensoussa, Optimal impulsive control theory, Lect. Notes Control Inf. Sci., (1979), 17–41. https://doi.org/10.1007/bfb0009374
    [6] P. L. Lions, B. Perthame, Quasi-variational inequalities and ergodic impulse control, SIAM J. Control Optim., 24 (1986), 604–615. https://doi.org/10.1137/0324036 doi: 10.1137/0324036
    [7] Y. Wang, J. Lu, Some recent results of analysis and control for impulsive systems, Commun. Nonlinear Sci. Numer. Simul., 80 (2019), 1–15. https://doi.org/10.1016/j.cnsns.2019.104862 doi: 10.1016/j.cnsns.2019.104862
    [8] N. U. Ahmed, Existence of optimal controls for a general class of impulsive systems on Banach spaces, SIAM J. Control Optim., 42 (2003), 669–685. https://doi.org/10.1137/S0363012901391299 doi: 10.1137/S0363012901391299
    [9] J. P. Belfo, J. M. Lemos, Optimal Impulsive Control for Cancer Therapy, Springer, Switzerland, 2021. https://doi.org/10.1007/978-3-030-50488-5
    [10] L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, E. F. Mischenko, The Mathematical Theory of Optimal Processes, Wiley-Interscience, New York, 1962.
    [11] J. Yong, X. Y. Zhou, Stochastic Controls: Hamiltonian Systems and HJB Equations, Springer, New York, 1999.
    [12] X. Li, J. Yong, Optimal Control Theory for Infinite Dimensional Systems, Birkhauser, Boston, 1995.
    [13] H. Frankowska, D. Hoehener, Jacobson type necessary optimality conditions for general control systems, in 2015 54th IEEE Conference on Decision and Control (CDC), Osaka, Japan, 54 (2015), 1304–1309. https://doi.org/10.1109/cdc.2015.7402391
    [14] R. F. Gabasov, F. M. Kirillova, High order necessary conditions for optimality, SIAM J. Control, 10 (1972), 127–168. https://doi.org/10.1137/0310012 doi: 10.1137/0310012
    [15] D. J. Bell, D. H. Jacobson, Singular Optimal Control Problems, Academic Press, NewYork, 1975.
    [16] J. L. Speyer, D. H. Jacobson, Primer on Optimal Control Theory, Society for Industrial and Applied Mathematics, Philadelphia, 2010.
    [17] B. S. Goh, Necessary conditions for singular extremals involving multiple control variables, SIAM J. Control, 4 (1966), 716–731. https://doi.org/10.1137/0304052 doi: 10.1137/0304052
    [18] M. Aronna, J. Bonnans, A. V. Dmitruk, P. Lotito, Quadratic order conditions for bang-singular extremals, preprint, arXiv: 1107.0161.
    [19] H. Frankowska, D. Tonon, Pointwise second-order necessary optimality conditions for the Mayer problem with control constraints, SIAM J. Control Optim., 51 (2013), 3814–3843. https://doi.or-g/10.1137/130906799 doi: 10.1137/130906799
    [20] A. J. Krener, The high order maximal principle and its application to singular extremals, SIAM J. Control Optim., 15 (1977), 256–293. https://doi.org/10.1137/0315019 doi: 10.1137/0315019
    [21] H. Schättler, U. Ledzewicz, Geometric Optimal Control: Theory, Methods and Examples, Springer, New York, 2012.
    [22] D. H. Jacobson, A new necessary condition of optimality for singular control problems, SIAM J. Control, 7 (1969), 578–595. https://doi.org/10.1137/0307042 doi: 10.1137/0307042
    [23] D. H. Jacobson, On conditions of optimality for singular control problems, IEEE Trans. Autom. Control, 15 (1970), 109–110. https://doi.org/10.1109/tac.1970.1099361 doi: 10.1109/tac.1970.1099361
    [24] D. H. Jacobson, Sufficient conditions for nonnegativity of the second variation in singular and nonsingular control problems, SIAM J. Control, 8 (1970), 403–423. https://doi.org/10.1137/030-8029 doi: 10.1137/030-8029
    [25] H. Lou, Second-order necessary/sufficient conditions for optimal control problem in the absence of linear structure, preprint, arXiv: 1008.1020.
    [26] S. Tang, A second-order maximum principle for singular optimal stochastic controls, Discrete Contin. Dyn. Syst. Ser. B, 14 (2010), 1581–1599. https://doi.org/10.3934/dcdsb.2010.14.1581 doi: 10.3934/dcdsb.2010.14.1581
    [27] H. Frankowska, Q. Lü, Second order necessary conditions for optimal control problems of evolution equations involving final point equality constraints, ESAIM. Control Optim. Calc. Var., 27 (2021), 1–38. https://doi.org/10.1051/cocv/2021065 doi: 10.1051/cocv/2021065
    [28] H. Frankowska, D. Hoehener, Pointwise second-order necessary optimality conditions and second-order sensitivity relations in optimal control, J. Differ. Equations, 262 (2017), 5735–5772. https://doi.org/10.1016/j.jde.2017.02.013 doi: 10.1016/j.jde.2017.02.013
    [29] D. Hoehener, Variational approach to second-order optimality conditions for control problems with pure state constraints, SIAM J. Control Optim., 50 (2012), 1139–1173. https://doi.org/10.1137/1108-28320 doi: 10.1137/1108-28320
    [30] Q. Cui, L. Deng, X. Zhang, Pointwise second-order necessary conditions for optimal control problems evolved on Riemannian manifolds, C. R. Math., 354 (2016), 191–194. https://doi.org/10.1016/j.crma.2015.09.032 doi: 10.1016/j.crma.2015.09.032
    [31] L. Deng, X. Zhang, Second order necessary conditions for endpoints-constrained optimal control problems on Riemannian manifolds, J. Differ. Equations, 272 (2021), 854–910. https://doi.org/10.1016/j.jde.2020.10.005 doi: 10.1016/j.jde.2020.10.005
    [32] A. Ashyralyev, Y. A. Sharifov, Optimal control problem for impulsive systems with integral boundary conditions, Electron. J. Differ. Equations, 2013 (2013), 1–11. https://doi.org/10.1063/1.4747627 doi: 10.1063/1.4747627
    [33] A. V. Arutyunov, D. Y. Karamzin, F. L. Pereira, N. Y. Chernikova, Second-order necessary optimality conditions in optimal impulsive control problems, Differ. Equations, 54 (2018), 1083–1101. https://doi.org/10.1134/s0012266118080086 doi: 10.1134/s0012266118080086
    [34] V. A. Dykhta, The variational maximum principle and second-order optimality conditions for impulse processes and singular processes, Sib. Math. J., 35 (1994), 65–76. https://doi.org/10.100-7/bf02104948 doi: 10.100-7/bf02104948
    [35] A. Arutyunov, V. Jacimovic, F. Pereira, Second order necessary conditions for optimal impulsive control problems, J. Dyn. Control Syst., 9 (2003), 131–153. https://doi.org/10.1023/A:10221114-02527 doi: 10.1023/A:10221114-02527
  • Reader Comments
  • © 2024 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(517) PDF downloads(44) Cited by(0)

Article outline

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog