Exact Formulas for the Increment of the Cost Functional in Optimal Control of Linear Balance Equation

被引:0
|
作者
Goncharova, Elena, V [1 ]
Pogodaev, Nikolay I. [1 ]
Staritsyn, Maksim S. [1 ]
机构
[1] RAS, SB, Matrosov Inst Syst Dynam & Control Theory, Irkutsk 664033, Russia
来源
BULLETIN OF IRKUTSK STATE UNIVERSITY-SERIES MATHEMATICS | 2025年 / 51卷
基金
俄罗斯科学基金会;
关键词
nonlocal balance law; optimal control; feedback control; necessary optimality conditions; numerical algorithms; PRINCIPLE;
D O I
10.26516/1997-7670.2025.51.3
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study a state-linear optimal control problem for a transport equation with a source term in the space of finite signed Borel measures. For this problem, a version of the classical Pontryagin principle (in the form of the minimum principle) is obtained for the first time. In addition, we propose an approach to enhance the latter based on a certain unconventional procedure of variational analysis, namely, on exact increment formulas, representing the difference in values of the objective functional for any pair of admissible controls, without neglecting residual terms of any expansion. The approach relies on the standard duality and results in a series of necessary optimality conditions of a non-classical, "feedback" type. A constructive consequence of the feedback optimality conditions is a method of successive approximations, devoid of any parameters of "descent depth".
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页码:3 / 20
页数:18
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