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Approximate feedback minimum principle for suboptimal processes in non-smooth optimal control problems

Авторы: Dykhta V.A.

Журнал: Proc. of the Intern. Conf. "Stability, Control and Differential Games" (Yekaterinburg, 16-20 сентября 2019 г.) (Lecture Notes in Control and Information Sciences - Proceedings. Switzerland)

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Год: 2020

Отчётный год: 2020

Издательство: Springer Nature

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DOI: 10.1007/978-3-030-42831-0_12

Аннотация: We consider a non-smooth optimal control problem with Lipschitz dynamics with respect to state variables and a terminal functional, which is defined by a semiconcave function (the difference between smooth and continuous convex functions). For suboptimal processes of this problem, the variational type necessary optimality condition is obtained. This condition, on one hand, is a generalization of the so-called Feedback Minimum Principle obtained by the author in previous publications, and on the other hand, it significantly strengthens ε-Maximum Principle for suboptimal processes obtained by I. Ekeland. An important feature of our result is that the obtained condition of suboptimality is formulated using a family of auxiliary problems of dynamic optimization, due to the multiplicity of solutions of the adjoint inclusion and the plurality of subgradients of the terminal function.

Индексируется WOS: Нет

Индексируется Scopus: Нет

Индексируется УБС: Нет

Индексируется РИНЦ: Да

Индексируется ВАК: Нет

Индексируется CORE: Нет

Публикация в печати: 0