Stratified Necessary Conditions for Differential Inclusions with State Constraints
File(s)stratified_2_July_13.pdf (311.27 KB)
Accepted version
Author(s)
Bettiol, P
Boccia, A
Vinter, RB
Type
Journal Article
Abstract
The concept of stratified necessary conditions for optimal control problems, whose dynamic constraint is formulated as a differential inclusion, was introduced by F. H. Clarke. These are conditions satisfied by a feasible state trajectory that achieves the minimum value of the cost over state trajectories whose velocities lie in a time-varying open ball of specified radius about the velocity of the state trajectory of interest. Considering different radius functions stratifies the interpretation of “minimizer.” In this paper we prove stratified necessary conditions for optimal control problems involving pathwise state constraints. As was shown by Clarke in the state constraint-free case, we find that, also in our more general setting, the stratified necessary conditions yield generalizations of earlier optimality conditions for unbounded differential inclusions as simple corollaries. Some examples are provided, giving insights into the nature of the hypotheses invoked for the derivation of stratified necessary conditions and into the scope for their further refinement.
Date Issued
2013-10-15
Date Acceptance
2013-07-17
Citation
SIAM Journal on Control and Optimization, 2013, 51 (5), pp.3903-3917
ISSN
1095-7138
Publisher
Society for Industrial and Applied Mathematics
Start Page
3903
End Page
3917
Journal / Book Title
SIAM Journal on Control and Optimization
Volume
51
Issue
5
Copyright Statement
© 2013 Society for Industrial and Applied Mathematics
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/G066477/1
Subjects
Science & Technology
Technology
Physical Sciences
Automation & Control Systems
Mathematics, Applied
Mathematics
AUTOMATION & CONTROL SYSTEMS
MATHEMATICS, APPLIED
necessary conditions
optimal control
differential inclusions
state constraints
MAXIMUM PRINCIPLE
Industrial Engineering & Automation
0102 Applied Mathematics
0906 Electrical And Electronic Engineering
0913 Mechanical Engineering
Publication Status
Published