Regularity of the Hamiltonian Along Optimal Trajectories
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Published version
Author(s)
Palladino, M
Vinter, RB
Type
Journal Article
Abstract
This paper concerns state constrained optimal control problems, in which the dynamic constraint takes the form of a differential inclusion. If the differential inclusion does not depend on time, then the Hamiltonian, evaluated along the optimal state trajectory and the co-state trajectory, is independent of time. If the differential inclusion is Lipschitz continuous, then the Hamiltonian, evaluated along the optimal state trajectory and the co-state trajectory, is Lipschitz continuous. These two well-known results are examples of the following principle: the Hamiltonian, evaluated along the optimal state trajectory and the co-state trajectory, inherits the regularity properties of the differential inclusion, regarding its time dependence. We show that this principle also applies to another kind of regularity: if the differential inclusion has bounded variation w.r.t. time, then the Hamiltonian, evaluated along the optimal state trajectory and the co-state trajectory, has bounded variation. Two applications of these newly found properties are demonstrated. One is to derive improved conditions which guarantee the nondegeneracy of necessary conditions of optimality in the form of a Hamiltonian inclusion. The other application is to derive new conditions under which minimizers in the calculus of variations have bounded slope. The analysis is based on a recently proposed, local concept of differential inclusions that have bounded variation w.r.t. the time variable, in which conditions are imposed on the multifunction involved, only in a neighborhood of a given state trajectory.
Date Issued
2015-07-16
Date Acceptance
2015-04-30
Citation
SIAM Journal on Control and Optimization, 2015, 53 (4), pp.1892-1919
ISSN
1095-7138
Publisher
Society for Industrial and Applied Mathematics
Start Page
1892
End Page
1919
Journal / Book Title
SIAM Journal on Control and Optimization
Volume
53
Issue
4
Copyright Statement
© 2015 Society for Industrial and Applied Mathematics
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000360666700008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
EP/G066477/1
Subjects
Science & Technology
Technology
Physical Sciences
Automation & Control Systems
Mathematics, Applied
Mathematics
necessary conditions
optimal control
differential inclusions
state constraints
EULER-LAGRANGE
DIFFERENTIAL-INCLUSIONS
VARIATIONAL-PROBLEMS
STATE CONSTRAINTS
Industrial Engineering & Automation
0102 Applied Mathematics
0906 Electrical And Electronic Engineering
0913 Mechanical Engineering
Publication Status
Published