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

First and Second Order Optimality Conditions for the Control of Fokker-Planck Equations

In this article we study an optimal control problem subject to the Fokker-Planck equation $$\partial_t \rho - \nu \Delta \rho - {\rm div } \big(\rho B[u]\big) = 0.$$ The control variable $u$ is time-dependent and possibly multidimensional, and the function $B$ depends on the space variable and the control. The cost functional is of tracking type and includes a quadratic regularization term on the control. For this problem, we prove existence of optimal controls and first order necessary conditions. Main emphasis is placed on second order necessary and sufficient conditions

State-constrained control-affine parabolic problems I: First and second order necessary optimality conditions

In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with respect to the space variable. The control is multidimensional. The cost functional is of a tracking type and contains a linear term in the control variables. We derive second order necessary conditions relying on the concept of alternative costates and quasi-radial critical directions

State-constrained control-affine parabolic problems II: Second order sufficient optimality conditions

In this paper we consider an optimal control problem governed by a semilinear heat equation with bilinear control-state terms and subject to control and state constraints. The state constraints are of integral type, the integral being with respect to the space variable. The control is multidimensional. The cost functional is of a tracking type and contains a linear term in the control variables. We derive second order sufficient conditions relying on the Goh transform