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Maximum Principles for Optimal Control Problems with Differential Inclusions
SIAM Journal on Control and Optimization ( IF 2.2 ) Pub Date : 2024-01-23 , DOI: 10.1137/22m1540740
A. D. Ioffe 1
Affiliation  

SIAM Journal on Control and Optimization, Volume 62, Issue 1, Page 271-296, February 2024.
Abstract. There are three different forms of adjoint inclusions that appear in the most advanced necessary optimality conditions for optimal control problems involving differential inclusions: Euler–Lagrange inclusion (with partial convexification) [A. D. Ioffe, J. Optim. Theory Appl., 182 (2019), pp. 285–309], fully convexified Hamiltonian inclusion [F. H. Clarke, Mem. Amer. Math. Soc., 173 (2005), 816], and partially convexified Hamiltonian inclusion [P. D. Loewen and R. T. Rockafellar, SIAM J. Control Optim., 34 (1996), pp. 1496–1511], [A. D. Ioffe, Trans. Amer. Math. Soc., 349 (1997), pp. 2871–2900], [R. B. Vinter, SIAM J. Control Optim., 52 (2014), pp. 1237–1250] (for convex-valued differential inclusions in the first two references). This paper addresses all three types of necessary conditions for problems with (in general) nonconvex-valued differential inclusions. The first of the two main theorems, with the Euler–Lagrange inclusion, is equivalent to the main result of [A. D. Ioffe, J. Optim. Theory Appl., 182 (2019), pp. 285–309] but proved in a substantially different and much more direct way. The second theorem contains conditions that guarantee necessity of both types of Hamiltonian conditions. It seems to be the first result of such a sort that covers differential inclusions with possibly unbounded values and contains the most recent results of [F. H. Clarke, Mem. Amer. Math. Soc., 173 (2005), 816] and [R. B. Vinter, SIAM J. Control Optim., 52 (2014), pp. 1237–1250] as particular cases. And again, the proof of the theorem is based on a substantially different approach.


中文翻译:

微分包含最优控制问题的最大原理

SIAM 控制与优化杂志,第 62 卷,第 1 期,第 271-296 页,2024 年 2 月。
摘要。在涉及微分包含的最优控制问题的最先进的必要最优性条件中,存在三种不同形式的伴随包含: 欧拉-拉格朗日包含(部分凸化)[AD Ioffe,J. Optim。Theory Appl., 182 (2019), pp. 285–309],完全凸化哈密顿包含 [F. H.克拉克,Mem。阿米尔。数学。Soc., 173 (2005), 816],以及部分凸化哈密顿包含[P。D. Loewen 和 R. T. Rockafellar,SIAM J. Control Optim.,34 (1996),第 1496–1511 页],[A. D.约夫,翻译。阿米尔。数学。社会学会,349 (1997),第 2871–2900 页],[R。B. Vinter, SIAM J. Control Optim., 52 (2014), pp. 1237–1250](对于前两个参考文献中的凸值微分包含)。本文解决了(通常)非凸值微分包含问题的所有三种类型的必要条件。两个主要定理中的第一个,加上欧拉-拉格朗日包含,等价于[A. D. Ioffe,J. Optim。Theory Appl., 182 (2019), pp. 285–309],但以一种截然不同且更直接的方式证明。第二个定理包含保证两种哈密顿条件的必要性的条件。这似乎是此类的第一个结果,它涵盖了具有可能无限值的微分包含,并且包含 [F. H.克拉克,Mem。阿米尔。数学。Soc.,173(2005),816]和[R。B. Vinter, SIAM J. Control Optim., 52 (2014), pp. 1237–1250] 作为特殊情况。同样,该定理的证明是基于一种截然不同的方法。
更新日期:2024-01-24
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