6533b7cefe1ef96bd12578d9

RESEARCH PRODUCT

Constrained control of a nonlinear two point boundary value problem, I

Manfred GoebelUldis Raitums

subject

Convex analysisControl and OptimizationApplied MathematicsMathematical analysisExact differential equationManagement Science and Operations ResearchOptimal controlComputer Science ApplicationsNonlinear systemOrdinary differential equationOrder (group theory)Initial value problemBoundary value problemMathematics

description

In this paper we consider an optimal control problem for a nonlinear second order ordinary differential equation with integral constraints. A necessary optimality condition in form of the Pontryagin minimum principle is derived. The proof is based on McShane-variations of the optimal control, a thorough study of their behaviour in dependence of some denning parameters, a generalized Green formula for second order ordinary differential equations with measurable coefficients and certain tools of convex analysis.

https://doi.org/10.1007/bf01099264