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New Necessary Conditions for Optimal Control Problems in Discontinuous Dynamic Systems

Ekaterina Kostina 1 Olga Kostyukova 2 Werner Schmidt 3
1 University of Marburg
2 Belarus Academy of Sciences
3 Universität Greifswald - University of Greifswald
Abstract : In the paper we derive new necessary optimality conditions for optimal control of differential equations systems with discontinuous right hand side. The main attention is paid to a situation when an optimal trajectory slides on the discontinuity surface. The new conditions, derived in the paper, are essential and do not follow from any known necessary conditions for such systems.
Keywords : Optimal control problem maximum principle discontinuous dynamic system
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Ekaterina Kostina, Olga Kostyukova, Werner Schmidt. New Necessary Conditions for Optimal Control Problems in Discontinuous Dynamic Systems. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. pp.122-135, ⟨10.1007/978-3-642-36062-6_13⟩. ⟨hal-01347530⟩

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