Pontryagin's maximum principle for dynamic systems on time scales

被引:14
作者
Bohner, Martin [1 ]
Kenzhebaev, Kenzhegaly [2 ]
Lavrova, Olga [3 ]
Stanzhytskyi, Oleksandr [3 ]
机构
[1] Missouri Univ Sci & Technol, Dept Math & Stat, Rolla, MO USA
[2] K Zhubanov Aktobe Reg State Univ, Dept Fundamental & Appl Math, Aktobe, Kazakhstan
[3] Taras Shevchenko Natl Univ Kyiv, Dept Math, Kiev, Ukraine
基金
美国国家卫生研究院; 英国医学研究理事会;
关键词
Time scale; optimal control; Lagrange function; Lagrange multiplier; needle-like variations; right-scattered point; right-dense point; CALCULUS; OBSERVABILITY; THEOREM;
D O I
10.1080/10236198.2017.1284829
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this work, an analogue of Pontryagin's maximum principle for dynamic equations on time scales is given, combining the continuous and the discrete Pontryagin maximum principles and extending them to other cases 'in between'. We generalize known results to the case when a certain set of admissible values of the control is not necessarily closed (but convex) and the attainable set is not necessarily convex. At the same time, we impose an additional condition on the graininess of the time scale. For linear systems, sufficient conditions in the form of the maximum principle are obtained.
引用
收藏
页码:1161 / 1189
页数:29
相关论文
共 55 条
[41]   Weak maximum principle and accessory problem for control problems on time scales [J].
Hilscher, Roman ;
Zeidan, Vera .
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2009, 70 (09) :3209-3226
[42]  
Holtzman J. M., 1966, SIAM Journal on Control, V4, P263
[43]   CONVEXITY AND MAXIMUM PRINCIPLE FOR DISCRETE SYSTEMS [J].
HOLTZMAN, JM .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1966, AC11 (01) :30-+
[44]   CONTROL OF DIFFUSION-PROCESSES IN RN [J].
LIONS, PL .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1981, 34 (01) :121-147
[45]  
McKenzie L., 1986, Handbook of Mathematical Economics, VIII, P1281
[46]   Observability of nonlinear control systems on time scales [J].
Pawluszewicz, Ewa .
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2012, 43 (12) :2268-2274
[47]   OPTIMAL CONSUMPTION PLANS IN A MULTI-SECTOR ECONOMY [J].
PELEG, B ;
RYDER, HE .
REVIEW OF ECONOMIC STUDIES, 1972, 39 (118) :159-169
[48]  
Piccoli B., 2007, AIMS Ser Appl Math, V2
[49]  
Pontryagin L. S., 1986, MATH THEORY OPTIMAL, V4
[50]   Filippov's selection theorem and the existence of solutions for optimal control problems in time scales [J].
Santos, Iguer L. D. ;
Silva, Geraldo N. .
COMPUTATIONAL & APPLIED MATHEMATICS, 2014, 33 (01) :223-241