Title :
Transversality conditions and a strong maximum principle for systems of differential inclusions
Author :
Sussmann, Héctor J.
Author_Institution :
Dept. of Math., Rutgers Univ., Piscataway, NJ, USA
Abstract :
An extension of the author´s previous (1998) result on the finite-dimensional Pontryagin maximum principle (PMP), in which the classical transversality condition is replaced by an improved form, involving “weakly approximating cones”. Our version of the PMP is similar in spirit to the classical statement, though much more general, and is proved using the same strategy of (a) reducing the optimal control problem to a geometric separation problem, (b) constructing needle variations, (c) using a topological argument, based on a result closely related to the Brouwer fixed-point theorem, to construct an “adjoint vector” that satisfies a finite subset of the collection of inequalities that occur in the Hamiltonian maximisation condition of the PMP, and (d) concluding with a compactness argument to end up with an adjoint vector that satisfies all the inequalities of the Hamiltonian maximization condition
Keywords :
fixed point arithmetic; maximum principle; multidimensional systems; Brouwer fixed-point theorem; Hamiltonian maximisation condition; PMP; adjoint vector construction; compactness argument; differential inclusions; finite-dimensional Pontryagin maximum principle; geometric separation problem; needle variation construction; optimal control problem reduction; strong maximum principle; topology; transversality conditions; weakly approximating cones; Electronic mail; Mathematics; Optimal control; Portable media players; State-space methods;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.760580