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MATHEMATICS
On optimality of singular controls in an optimal control problem
K. B. Mansimovab,
Sh. M. Rasulovab a Baku State University, Baku, Azerbaijan
b Institute of Control Problems of the Azerbaijan National Academy of Sciences, Baku, Azerbaijan
Abstract:
In this paper, a Moskalenko type optimal control problem is considered. We consider the optimal control problem of minimizing the terminal type functional
$$
\mathrm{S(u,v)}=\varphi(y(x_1))+\int_{x_0}^{x_1}G(x,z(t_1,x))dx,
$$
under constraints
\begin{gather*}
u(t,x)\in U\subset R^r, \quad (t,x)\in D=[t_0,t_1]\times[x_0,x_1],\\
v(x)\in V\subset R^q,\quad x\in X=[x_0,x_1],\\
z_t(t,x)=f(t,x,z(t,x),u(t,x)),\quad (t,x)\in D,\\
z(t_0,x)=y(x),\quad x\in X,\\
y(x_0)=y_0.
\end{gather*}
Here,
$f (t,x,z,u)$ (
$g (x,y,v)$) is an
$n$-dimensional vector function which is continuous on the set of variables, together with partial derivatives with respect to
$z (y)$ up to second order,
$t_0, t_1, x_0, x_1$ (
$t_0<t_1$,
$x_0<x_1$) are given,
$\varphi(y)$ (
$G(x,z)$) is a given twice continuously differentiable with respect to
$y(z)$ scalar function,
$U (V)$ is a given nonempty bounded set, and
$u(t, x)$ is an
$r$-dimensional control vector function piecewise continuous with respect to
$t$ and continuous with respect to
$x$,
$v(x)$ is a
$q$-dimensional piecewise continuous vector of control actions.
The necessary optimality conditions for singular controls in the sense of the Pontryagin maximum principle have been obtained.
Keywords:
Pontryagin maximum principle, necessary condition for optimality of singular controls, formula of increment.
UDC:
517.977.56
MSC: 49K20 Received: 07.01.2018
DOI:
10.17223/19988621/54/2