Optimal sampled-data control, and generalizations on time scales

2015/01/29 by Bourdin, Loïc, Trélat, Emmanuel
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1501.07361

Abstract

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for which the state variable evolves on a given time scale (arbitrary non-empty closed subset of R), and the control variable evolves on a smaller time scale. Sampled-data systems are then a particular case. Our proof is based on the construction of appropriate needle-like variations and on the Ekeland variational principle.

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