Optimal control of delay systems with differential and algebraic dynamic constraints

Mordukhovich, Boris S.  ; Wang, Lianwen

ESAIM: Control, Optimisation and Calculus of Variations, Tome 11 (2005) no. 2, pp. 285-309

Résumé

This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential inclusion and a linear constraint link between “slow” and “fast” variables. We pursue a twofold goal: to study variational stability for this class of control systems with respect to discrete approximations and to derive necessary optimality conditions for both delayed differential-algebraic systems under consideration and their finite-difference counterparts using modern tools of variational analysis and generalized differentiation. The authors are not familiar with any results in these directions for such systems even in the delay-free case. In the first part of the paper we establish the value convergence of discrete approximations as well as the strong convergence of optimal arcs in the classical Sobolev space $W^{1,2}$. Then using discrete approximations as a vehicle, we derive necessary optimality conditions for the initial continuous-time systems in both Euler-Lagrange and hamiltonian forms via basic generalized differential constructions of variational analysis.

Détail

DOI : 10.1051/cocv:2005008

Classification : 49J53, 49K24, 49K25, 49M25, 90C31, 93C30
Keywords: optimal control, variational analysis, functional-differential inclusions of neutral type, differential and algebraic dynamic constraints, discrete approximations, generalized differentiation, necessary optimality conditions