Necessary conditions involving Lie brackets for impulsive optimal control problems; the commutative case

In this article we study control problems with systems that are governed by ordinary differential equations whose vector fields depend linearly in the time derivatives of some components of the control. The remaining components are considered as classical controls. This kind of system is called `impulsive system'. We assume that the vector fields multiplying the derivatives of each component of the control are commutative. We derive new necessary conditions in terms of the adjoint state and the Lie brackets of the data functions

A note on systems with ordinary and impulsive controls

We investigate an everywhere defined notion of solution for control systems whose dynamics depend nonlinearly on the control $u$ and state $x,$ and are affine in the time derivative $\dot u.$ For this reason, the input $u,$ which is allowed to be Lebesgue integrable, is called impulsive, while a second, bounded measurable control $v$ is denominated ordinary. The proposed notion of solution is derived from a topological (non-metric) characterization of a former concept of solution which was given in the case when the drift is $v$-independent. Existence, uniqueness and representation of the solution are studied, and a close analysis of effects of (possibly infinitely many) discontinuities on a null set is performed as well.Comment: Article published in IMA J. Math. Control Infor

A Higher-order Maximum Principle for Impulsive Optimal Control Problems

We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to $u$. This lack of coercivity gives the problem an {\it impulsive} character, meaning that minimizing sequences of trajectories happen to converge towards discontinuous paths. As is known, a distributional approach does not make sense in such a nonlinear setting, where, instead, a suitable embedding in the graph-space is needed. We provide higher order necessary optimality conditions for properly defined impulsive minima, in the form of equalities and inequalities involving iterated Lie brackets of the dynamical vector fields. These conditions are derived under very weak regularity assumptions and without any constant rank conditions

Necessary conditions involving Lie brackets for impulsive optimal control problems

We obtain higher order necessary conditions for a minimum of a Mayer optimal control problem connected with a nonlinear, control-affine system, where the controls range on an m-dimensional Euclidean space. Since the allowed velocities are unbounded and the absence of coercivity assumptions makes big speeds quite likely, minimizing sequences happen to converge toward "impulsive", namely discontinuous, trajectories. As is known, a distributional approach does not make sense in such a nonlinear setting, where instead a suitable embedding in the graph space is needed. We will illustrate how the chance of using impulse perturbations makes it possible to derive a Higher Order Maximum Principle which includes both the usual needle variations (in space-time) and conditions involving iterated Lie brackets. An example, where a third order necessary condition rules out the optimality of a given extremal, concludes the paper.Comment: Conference pape

L1\mathcal{L}^1 limit solutions for control systems

For a control Cauchy problem $$\dot x= {f}(t,x,u,v) +\sum_{\alpha=1}^m g_\alpha(x) \dot u_\alpha,\quad x(a)=\bar x,$$ on an interval $[a,b]$, we propose a notion of limit solution $x,$ verifying the following properties: i) $x$ is defined for $\mathcal{L}^1$ (impulsive) inputs $u$ and for standard, bounded measurable, controls $v$; ii) in the commutative case (i.e. when $[g_{\alpha},g_{\beta}]\equiv 0,$ for all $\alpha,\beta=1,...,m$), $x$ coincides with the solution one can obtain via the change of coordinates that makes the $g_\alpha$ simultaneously constant; iii) $x$ subsumes former concepts of solution valid for the generic, noncommutative case. In particular, when $u$ has bounded variation, we investigate the relation between limit solutions and (single-valued) graph completion solutions. Furthermore, we prove consistency with the classical Carath\'eodory solution when $u$ and $x$ are absolutely continuous. Even though some specific problems are better addressed by means of special representations of the solutions, we believe that various theoretical issues call for a unified notion of trajectory. For instance, this is the case of optimal control problems, possibly with state and endpoint constraints, for which no extra assumptions (like e.g. coercivity, bounded variation, commutativity) are made in advance