Left-invariant optimal control problems on Lie groups: classification and problems integrable by elementary functions
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 77 (2022) no. 1, pp. 99-163 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Left-invariant optimal control problems on Lie groups are an important class of problems with a large symmetry group. They are theoretically interesting because they can often be investigated in full and general laws can be studied by using these model problems. In particular, problems on nilpotent Lie groups provide a fundamental nilpotent approximation to general problems. Also, left-invariant problems often arise in applications such as classical and quantum mechanics, geometry, robotics, visual perception models, and image processing. The aim of this paper is to present a survey of the main concepts, methods, and results pertaining to left-invariant optimal control problems on Lie groups that can be integrated by elementary functions. The focus is on describing extremal trajectories and their optimality, the cut time and cut locus, and optimal synthesis. Questions concerning the classification of left-invariant sub-Riemannian problems on Lie groups of dimension three and four are also addressed. Bibliography: 91 titles.
Keywords: optimal control, geometric control theory, left-invariant problems, sub-Riemannian geometry, Lie groups, optimal synthesis.
@article{RM_2022_77_1_a3,
     author = {Yu. L. Sachkov},
     title = {Left-invariant optimal control problems on {Lie} groups: classification and problems integrable by elementary functions},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {99--163},
     year = {2022},
     volume = {77},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2022_77_1_a3/}
}
TY  - JOUR
AU  - Yu. L. Sachkov
TI  - Left-invariant optimal control problems on Lie groups: classification and problems integrable by elementary functions
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2022
SP  - 99
EP  - 163
VL  - 77
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/RM_2022_77_1_a3/
LA  - en
ID  - RM_2022_77_1_a3
ER  - 
%0 Journal Article
%A Yu. L. Sachkov
%T Left-invariant optimal control problems on Lie groups: classification and problems integrable by elementary functions
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2022
%P 99-163
%V 77
%N 1
%U http://geodesic.mathdoc.fr/item/RM_2022_77_1_a3/
%G en
%F RM_2022_77_1_a3
Yu. L. Sachkov. Left-invariant optimal control problems on Lie groups: classification and problems integrable by elementary functions. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 77 (2022) no. 1, pp. 99-163. http://geodesic.mathdoc.fr/item/RM_2022_77_1_a3/

[1] A. A. Agrachev, “Methods of control theory in nonholonomic geometry”, Proceedings of the international congress of mathematicians, v. 2, Birkhäuser, Basel, 1995, 1473–1483 | DOI | MR | Zbl

[2] A. A. Agrachev, “Geometry of optimal control problems and Hamiltonian systems”, Nonlinear and optimal control theory, Lecture Notes in Math., 1932, Springer, Berlin, 2008, 1–59 | DOI | MR | Zbl

[3] A. A. Agrachev, “Topics in sub-Riemannian geometry”, Russian Math. Surveys, 71:6 (2016), 989–1019 | DOI | DOI | MR | Zbl

[4] A. Agrachev, D. Barilari, “Sub-Riemannian structures on 3D Lie groups”, J. Dyn. Control Syst., 18:1 (2012), 21–44 | DOI | MR | Zbl

[5] A. Agrachev, D. Barilari, U. Boscain, “On the Hausdorff volume in sub-Riemannian geometry”, Calc. Var. Partial Differential Equations, 43:3-4 (2012), 355–388 | DOI | MR | Zbl

[6] A. Agrachev, D. Barilari, U. Boscain, A comprehensive introduction to sub-Riemannian geometry. From Hamiltonian viewpoint, Cambridge Stud. Adv. Math., 181, Cambridge Univ. Press, Cambridge, 2019, xviii+745 pp. | DOI | MR | Zbl

[7] A. Agrachev, B. Bonnard, M. Chyba, I. Kupka, “Sub-Riemannian sphere in Martinet flat case”, ESAIM Control Optim. Calc. Var., 2 (1997), 377–448 | DOI | MR | Zbl

[8] A. A. Agrachev, Yu. L. Sachkov, Control theory from the geometric viewpoint, Encyclopaedia Math. Sci., 87, Control theory and optimization II, Springer-Verlag, Berlin, 2004, xiv+412 pp. | DOI | MR | Zbl | Zbl

[9] D. M. Almeida, “Sub-Riemannian symmetric spaces of Engel type”, Mat. Contemp., 17 (1999), 45–57 | MR | Zbl

[10] D. M. Almeida, “Sub-Riemannian homogeneous spaces of Engel type”, J. Dyn. Control Syst., 20:2 (2014), 149–166 | DOI | MR | Zbl

[11] A. A. Ardentov, I. S. Gubanov, “Modelirovanie parkovki avtomobilya s pritsepom vdol putei Markova–Dubinsa i Ridsa–Sheppa”, Programmnye sistemy: teoriya i prilozheniya, 10:4 (2019), 97–110 | DOI

[12] A. A. Ardentov, Yu. L. Sachkov, “Cut time in sub-Riemannian problem on Engel group”, ESAIM Control Optim. Calc. Var., 21:4 (2015), 958–988 | DOI | MR | Zbl

[13] D. Barilari, U. Boscain, J.-P. Gauthier, “On 2-step, corank 2 nilpotent sub-Riemannian metrics”, SIAM J. Control Optim., 50:1 (2012), 559–582 | DOI | MR | Zbl

[14] L. Bates, F. Fassò, “The conjugate locus for the Euler top. I. The axisymmetric case”, Int. Math. Forum, 2:41-44 (2007), 2109–2139 | DOI | MR | Zbl

[15] A. Bellaïche, J.-J. Risler (eds.), Sub-Riemannian geometry, Progr. Math., 144, Birkhäuser Verlag, Basel, 1996, viii+393 pp. | DOI | MR | Zbl

[16] V. N. Berestovskiĭ, “Universal methods of the search of normal geodesics on Lie groups with left-invariant sub-Riemannian metric”, Siberian Math. J., 55:5 (2014), 783–791 | DOI | MR | Zbl

[17] V. N. Berestovskiĭ, “(Locally) shortest arcs of a special sub-Riemannian metric on the Lie group $SO_0(2,1)$”, St. Petersburg Math. J., 27:1 (2016), 1–14 | DOI | MR | Zbl

[18] V. N. Berestovskiĭ, I. A. Zubareva, “Sub-Riemannian distance in the Lie groups $\operatorname{SU}(2)$ and $\operatorname{SO}(3)$”, Siberian Adv. Math., 26:2 (2016), 77–89 | DOI | DOI | MR | Zbl

[19] V. N. Berestovskiĭ, I. A. Zubareva, “Shapes of spheres of special nonholonomic left-invariant intrinsic metrics on some Lie groups”, Siberian Math. J., 42:4 (2001), 613–628 | DOI | MR | Zbl

[20] V. N. Berestovskiĭ, I. A. Zubareva, “Geodesics and shortest arcs of a special sub-Riemannian metric on the Lie group $SO(3)$”, Siberian Math. J., 56:4 (2015), 601–611 | DOI | DOI | MR | Zbl

[21] V. N. Berestovskiĭ, I. A. Zubareva, “Geodesics and shortest arcs of a special sub-Riemannian metric on the Lie group $SL(2)$”, Siberian Math. J., 57:3 (2016), 411–424 | DOI | DOI | MR | Zbl

[22] V. N. Berestovskii, I. A. Zubareva, “Locally isometric coverings of the Lie group $\operatorname{SO}_0(2,1)$ with special sub-Riemannian metric”, Sb. Math., 207:9 (2016), 1215–1235 | DOI | DOI | MR | Zbl

[23] V. N. Berestovskiĭ, I. A. Zubareva, “Sub-Riemannian distance on the Lie group $\operatorname{SO}_0(2,1)$”, St. Petersburg Math. J., 28:4 (2017), 477–489 | DOI | MR | Zbl

[24] V. N. Berestovskiĭ, I. A. Zubareva, “Sub-Riemannian distance on the Lie group $\operatorname{SL}(2)$”, Siberian Math. J., 58:1 (2017), 16–27 | DOI | DOI | MR | Zbl

[25] I. Yu. Beschatnyi, “The optimal rolling of a sphere, with twisting but without slipping”, Sb. Math., 205:2 (2014), 157–191 | DOI | DOI | MR | Zbl

[26] I. Beschastnyi, A. Medvedev, “Left-invariant sub-Riemannian Engel structures: abnormal geodesics and integrability”, SIAM J. Control Optim., 2018:56, 3524–3537 | DOI | MR | Zbl

[27] J.-D. Boissonat, A. Cerezo, J. Leblond, “Shortest paths of bounded curvature in the plane”, Proceedings 1992 IEEE international conference on robotics and automation (Nice, 1992), v. 3, IEEE, 1992, 2315–2320 | DOI

[28] U. Boscain, T. Chambrion, J.-P. Gauthier, “On the $K+P$ problem for a three-level quantum system: optimality implies resonance”, J. Dyn. Control Syst., 8:4 (2002), 547–572 | DOI | MR | Zbl

[29] U. Boscain, F. Rossi, “Invariant Carnot–Caratheodory metrics on $S^3$, $\operatorname{SO}(3)$, $\operatorname{SL}(2)$ and lens spaces”, SIAM J. Control Optim., 47:4 (2008), 1851–1878 | DOI | MR | Zbl

[30] R. W. Brockett, “Lie theory and control systems defined on spheres”, SIAM J. Appl. Math., 25:2 (1973), 213–225 | DOI | MR | Zbl

[31] R. W. Brockett, “Control theory and singular Riemannian geometry”, New directions in applied mathematics (Cleveland, OH, 1980), Springer, New York–Berlin, 1982, 11–27 | DOI | MR | Zbl

[32] R. W. Brockett, “Explicitly solvable control problems with nonholonomic constraints”, Proceedings of the 38th IEEE conference on decision and control, v. 1, IEEE, 1999, 13–16 | DOI

[33] R. W. Brockett, R. S. Millman, H. J. Sussmann (eds.), Differential geometric control theory (Houghton, MI, 1982), Progr. Math., 27, Birkhäuser, Boston, MA, 1983, vii+340 pp. | MR | Zbl

[34] Y. A. Butt, Yu. L. Sachkov, A. I. Bhatti, “Cut locus and optimal synthesis in sub-Riemannian problem on the Lie group $\operatorname{SH}(2)$”, J. Dyn. Control Syst., 23:1 (2017), 155–195 | DOI | MR | Zbl

[35] L. Capogna, D. Danielli, S. D. Pauls, J. T. Tyson, An introduction to the Heisenberg group and the sub-Riemannian isoperimetric problem, Progr. Math., 259, Birkhäuser Verlag, Basel, 2007, xvi+223 pp. | DOI | MR | Zbl

[36] Der-Chen Chang, I. Markina, A. Vasil'ev, “Sub-Riemannian geodesics on the 3-D sphere”, Complex Anal. Oper. Theory, 3:2 (2009), 361–377 | DOI | MR | Zbl

[37] L. E. Dubins, “On curves of minimal length with a constraint on average curvature, and with prescribed initial and terminal positions and tangents”, Amer. J. Math., 79:3 (1957), 497–516 | DOI | MR | Zbl

[38] E. Falbel, C. Gorodski, “Sub-Riemannian homogeneous spaces in dimensions 3 and 4”, Geom. Dedicata, 62:3 (1996), 227–252 | DOI | MR | Zbl

[39] A. F. Filippov, “O nekotorykh voprosakh teorii optimalnogo regulirovaniya”, Vestn. Mosk. un-ta. Ser. 2. Matem. Mekh. Astr. Fiz. Khim., 1959, no. 2, 25–32 | MR | Zbl

[40] B. Gaveau, “Principe de moindre action, propagation de la chaleur et estimées sous elliptiques sur certains groupes nilpotents”, Acta Math., 139:1-2 (1977), 95–153 | DOI | MR | Zbl

[41] V. Ya. Gershkovich, “Variatsionnaya zadacha s negolonomnoi svyazyu na $\operatorname{SO}(3)$”, Geometriya i topologiya v globalnykh nelineinykh zadachakh, Novoe v globalnom analize, Izd-vo Voronezh. gos. un-ta, Voronezh, 1984, 149–152 | MR | Zbl

[42] J. Hadamard, “Les surfaces à courbures opposées et leurs lignes géodésiques”, J. Math. Pures Appl. (5), 4 (1898), 27–73 | Zbl

[43] A. Isidori, Nonlinear control systems: an introduction, Lect. Notes Control Inf. Sci., 72, Springer-Verlag, Berlin, 1985, vi+297 pp. | DOI | MR | Zbl

[44] V. Jurdjevic, “The geometry of the plate-ball problem”, Arch. Rational Mech. Anal., 124:4 (1993), 305–328 | DOI | MR | Zbl

[45] V. Jurdjevic, Geometric control theory, Cambridge Stud. Adv. Math., 52, Cambridge Univ. Press, Cambridge, 1997, xviii+492 pp. | DOI | MR | Zbl

[46] V. Jurdjevic, “Optimal control, geometry, and mechanics”, Mathematical control theory, Springer, New York, 1999, 227–267 | DOI | MR | Zbl

[47] V. Jurdjevic, “Hamiltonian point of view of non-Euclidean geometry and elliptic functions”, Systems Control Lett., 43:1 (2001), 25–41 | DOI | MR | Zbl

[48] V. Jurdjevic, Optimal control and geometry: integrable systems, Cambridge Stud. Adv. Math., 154, Cambridge Univ. Press, Cambridge, 2016, xx+415 pp. | MR | Zbl

[49] S. G. Krantz, H. R. Parks, The implicit function theorem. History, theory, and applications, Birkhäuser Boston, Inc., Boston, MA, 2002, xii+163 pp. | DOI | MR | Zbl

[50] L. D. Landau, E. M. Lifschitz, Lehrbuch der theoretischen Physik, v. 1, Mechanik, 14., korr. Aufl., H. Deutsch., Frankfurt am Main, 1997, 231 pp. | MR | Zbl | Zbl

[51] E. Le Donne, R. Montgomery, A. Ottazzi, P. Pansu, D. Vittone, “Sard property for the endpoint map on some Carnot groups”, Ann. Inst. H. Poincaré Anal. Non Linéaire, 33:6 (2016), 1639–1666 | DOI | MR | Zbl

[52] Wensheng Liu, H. J. Sussman, Shortest paths for sub-Riemannian metrics on rank-two distributions, Mem. Amer. Math. Soc., 118, No 564, Amer. Math. Soc., Providence, RI, 1995, x+104 pp. | DOI | MR | Zbl

[53] A. A. Markov, “Neskolko primerov resheniya osobogo roda zadach o naibolshikh i naimenshikh velichinakh”, Soobsch. Kharkov. matem. obsch. Vtoraya ser., 1:2 (1889), 250–276 | Zbl

[54] F. Monroy-Pérez, A. Anzaldo-Meneses, “Optimal control on the Heisenberg group”, J. Dyn. Control Syst., 5:4 (1999), 473–499 | DOI | MR | Zbl

[55] F. Monroy-Pérez, A. Anzaldo-Meneses, “The step-2 nilpotent $(n,n(n+1)/2)$ sub-Riemannian geometry”, J. Dyn. Control Syst., 12:2 (2006), 185–216 | DOI | MR | Zbl

[56] A. Montanari, D. Morbidelli, “On the subRiemannian cut locus in a model of free two-step Carnot group”, Calc. Var. Partial Differential Equations, 56:2 (2017), 36, 26 pp. | DOI | MR | Zbl

[57] R. Montgomery, A tour of subriemannian geometries, their geodesics and applications, Math. Surveys Monogr., 91, Amer. Math. Soc., Providence, RI, 2002, xx+259 pp. | DOI | MR | Zbl

[58] O. Myasnichenko, “Nilpotent $(3,6)$ sub-Riemannian problem”, J. Dyn. Control Syst., 8:4 (2002), 573–597 | DOI | MR | Zbl

[59] O. Myasnichenko, “Nilpotent $(n,n(n+1)/2)$ sub-Riemannian problem”, J. Dyn. Control Syst., 12:1 (2006), 87–95 | DOI | MR | Zbl

[60] H. Nijmeijer, A. van der Schaft, Nonlinear dynamical control systems, Springer-Verlag, New York, 1990, ix+467 pp. | DOI | MR | Zbl

[61] T. Pecsvaradi, “Optimal horizontal guidance law for aircraft in the terminal area”, IEEE Trans. Automatic Control, AC-17:6 (1972), 763–772 | DOI | MR

[62] A. V. Podobryaev, “Diameter of the Berger sphere”, Math. Notes, 103:5 (2018), 846–851 | DOI | DOI | MR | Zbl

[63] A. V. Podobryaev, Yu. L. Sachkov, “Cut locus of a left invariant Riemannian metric on $\operatorname{SO}_3$ in the axisymmetric case”, J. Geom. Phys., 110 (2016), 436–453 | DOI | MR | Zbl

[64] A. V. Podobryaev, Yu. L. Sachkov, “Left-invariant Riemannian problems on the groups of proper motions of hyperbolic plane and sphere”, Dokl. Math., 95:2 (2017), 176–177 | DOI | DOI | MR | Zbl

[65] A. V. Podobryaev, Yu. L. Sachkov, “Symmetric Riemannian problem on the group of proper isometries of hyperbolic plane”, J. Dyn. Control Syst., 24:3 (2018), 391–423 | DOI | MR | Zbl

[66] L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, E. F. Mishchenko, The mathematical theory of optimal processes, A Pergamon Press Book, The Macmillan Co., New York, 1964, vii+338 pp. | MR | MR | Zbl | Zbl

[67] J. A. Reeds, L. A. Shepp, “Optimal paths for a car that goes both forwards and backwards”, Pacific J. Math., 145:2 (1990), 367–393 | DOI | MR

[68] L. Rifford, Sub-Riemannian geometry and optimal transport, SpringerBriefs Math., Springer, Cham, 2014, viii+140 pp. | DOI | MR | Zbl

[69] L. Rizzi, U. Serres, “On the cut locus of free, step two Carnot groups”, Proc. Amer. Math. Soc., 145:12 (2017), 5341–5357 | DOI | MR | Zbl

[70] Yu. L. Sachkov, “Symmetries of flat rank two distributions and sub-Riemannian structures”, Trans. Amer. Math. Soc., 356:2 (2004), 457–494 | DOI | MR | Zbl

[71] Yu. L. Sachkov, “Discrete symmetries in the generalized Dido problem”, Sb. Math., 197:2 (2006), 235–257 | DOI | DOI | MR | Zbl

[72] Yu. L. Sachkov, Upravlyaemost i simmetrii invariantnykh sistem na gruppakh Li i odnorodnykh prostranstvakh, Fizmatlit, M., 2007, 224 pp. | Zbl

[73] Yu. L. Sachkov, “Control theory on Lie groups”, J. Math. Sci. (N. Y.), 156:3 (2009), 381–439 | DOI | MR | Zbl

[74] Yu. L. Sachkov, “Maxwell strata and symmetries in the problem of optimal rolling of a sphere over a plane”, Sb. Math., 201:7 (2010), 1029–1051 | DOI | DOI | MR | Zbl

[75] Yu. L. Sachkov, “Cut locus and optimal synthesis in the sub-Riemannian problem on the group of motions of a plane”, ESAIM Control Optim. Calc. Var., 17:2 (2011), 293–321 | DOI | MR | Zbl

[76] Yu. L. Sachkov, Introduction to geometric control, Springer, 2022, (to appear)

[77] Yu. L. Sachkov, “Conjugate time in the sub-Riemannian problem on the Cartan group”, J. Dyn. Control Syst., 27:4 (2021), 709–751 | DOI | MR | Zbl

[78] Yu. L. Sachkov, “Levoinvariantnye zadachi optimalnogo upravleniya na gruppakh Li, integriruemye v ellipticheskikh funktsiyakh” (to appear)

[79] Yu. L. Sachkov, E. F. Sachkova, “Exponential mapping in Euler's elastic problem”, J. Dyn. Control Syst., 20:4 (2014), 443–464 | DOI | MR | Zbl

[80] T. Sakai, “Cut loci of Berger's spheres”, Hokkaido Math. J., 10:1 (1981), 143–155 | DOI | MR | Zbl

[81] E. D. Sontag, Mathematical control theory. Deterministic finite dimensional systems, Texts Appl. Math., 6, Springer-Verlag, New York, 1990, xiv+396 pp. | DOI | MR | Zbl

[82] P. Souères, Commande optimale et robots mobiles non holonomes, Ph.D. thesis, Univ. Paul Sabatier, Toulouse, 1993, 141 pp.

[83] P. Souères, J.-P. Laumond, “Shortest paths synthesis for a car-like robot”, IEEE Trans. Automat. Control, 41:5 (1996), 672–688 | DOI | MR | Zbl

[84] H. J. Sussmann, Guoqing Tang, Shortest paths for the Reeds–Shepp car: a worked out example of the use of geometric techniques in nonlinear optimal control, Tech. rep. SYCON-91-10, Rutgers Univ., New Brunswick, NJ, 1991, 72 pp.

[85] V. M. Tikhomirov, Stories about maxima and minima, Math. World, 1, Amer. Math. Soc., Providence, RI; Math. Assoc. Amer., Washington, DC, 1990, xi+187 pp. | MR | Zbl

[86] A. M. Vershik, V. Ya. Gershkovich, “Geodesic flows on $\operatorname{SL}(2,\mathbb R)$ with nonholonomic restrictions”, J. Soviet Math., 41:2 (1988), 891–898 | DOI | Zbl

[87] A. M. Vershik, V. Ya. Gershkovich, “Nonholonomic problems and the theory of distributions”, Acta Appl. Math., 12:2 (1988), 181–209 | DOI | MR | MR | Zbl

[88] A. M. Vershik, V. Ya. Gershkovich, “Nonholonomic dynamical systems, geometry of distributions and variational problems”, Dynamical systems VII, Encyclopaedia Math. Sci., 16, Springer, Berlin, 1994, 1–81 | DOI | MR | MR | Zbl

[89] A. M. Vershik, V. Ya. Gershkovich, “The geometry of the nonholonomic sphere for three-dimensional Lie group”, Global analysis – studies and applications III, Lecture Notes in Math., 1334, Springer, Berlin, 1988, 309–331 | DOI | MR | MR | Zbl | Zbl

[90] F. W. Warner, Foundations of differentiable manifolds and Lie groups, Scott, Foresman and Co., Glenview, IL–London, 1971, viii+270 pp. | MR | MR | Zbl | Zbl

[91] M. I. Zelikin, Optimalnoe upravlenie i variatsionnoe ischislenie, 4-e izd., ispr., URSS, M., 2017, 160 pp.