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On the topology of parametric optimal control

Published online by Cambridge University Press:  17 February 2009

Gerhard-W. Weber
Gerhard-W. Weber
Affiliation:
Department of Mathematics, Darmstadt University of Technology, Darmstadt, Germany.
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Abstract

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We will study one-parameter families of differentiable optimal control problems given by:

Here, at given times t the inequality constraint functions are of semi-infinite nature, the objective functional may also be of max-type. For each s ∈ ℝ the problem is equivalent to a one-parameter family (Ps (t))t∈[a,b] of differentiable optimization problems. From these the consideration of generalized critical trajectories, such as a local minimum trajectory, comes into our investigation. According to a concept introduced by Hettich, Jongen and Stein in optimization, we distinguish eight types of generalized critical trajectories. Under suitable continuity, compactness and integrability assumptions, those problems, which exclusively have generalized critical points being of one of these eight types, are generic. We study normal forms and characteristic examples, locally around these trajectories.

Moreover, we indicate the related concept of structural stability of optimal control problems due to the topological behaviour of the lower level sets under small data perturbations. Finally, we discuss the numerical consequences of our investigations for pathfollowing techniques with jumps.

Type
Research Article
Information
The ANZIAM Journal , Volume 39 , Issue 4 , April 1998 , pp. 463 - 497
Copyright
Copyright © Australian Mathematical Society 1998

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