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JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb. (N.S.), 1988 Volume 135(177), Number 1, Pages 46–58 (Mi sm1687)

This article is cited in 2 papers

The equation of dynamic programming for a time-optimal problem with phase constraints

V. A. Komarov


Abstract: The time-optimal problem with a phase constraint given by a compact set $K$ is considered for a differential inclusion $\dot x\in F(x)$ with right-hand side that is upper semicontinuous, convex, and compact for all $x\in F^n$. It is shown that a nonnegative lower semicontinuous function $\tau(x)$ vanishing only on the terminal set $M$ and continuous on the solutions of the differential inclusion $\dot x\in-F(x)$ is the optimal time in this problem if it satisfies the relation
$$ \min_{f\in F_K(x)}D^+\tau(x;f)=-1. $$
for all $x$ with $\tau(x)<\infty$. Here $D^+\tau(x;f)$ is the upper contingent derivative of $\tau$ in the direction of $f$, $F_K(x)=T_K(x)\cap F(x)$, and $T_K(x)$ is the lower contingent tangent cone to $K$ at the point $x$. It is also shown that if $F$ is continuous and $\tau$ satisfies a one-sided Lipschitz condition, then the conditions given are necessary.
Figures: 1.
Bibliography: 14 titles.

UDC: 517.9

MSC: Primary 34A60, 49B10, 49C20; Secondary 49E10, 49E15

Received: 16.10.1986


 English version:
Mathematics of the USSR-Sbornik, 1989, 63:1, 47–58

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