On Certain Questions in the Theory of Optimal Control

On Certain Questions in the Theory of Optimal Control
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DOI:
10.1137/0301006
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发表时间:
1962
期刊:
Journal of The Society for Industrial and Applied Mathematics, Series A: Control
影响因子:
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通讯作者:
A. F. Filippov
A. F. Filippov
中科院分区:
其他
文献类型:
--
作者:
A. F. Filippov

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X(0)-ix(0)12+ 1 A,其中X(t)lx(t)+ 1.因此,X(t)<-_ Ae for>= 0。因此,对于任何容许的u(t),具有初始条件x(0)x(t)的(1)的解在区间0&lt;=&lt;-_ t*(如果我们考虑C&gt;= 0)上满足不等式[lx(t)]&lt;= Atect*。我们将证明Q(t,x)对0&lt;=&lt;= t* 和lx &lt;= A1/2 eC * 是一致有界的,即存在N使得对于任意u,Q(t,x),对于x和的值,ul&lt; _ N.实际上,否则将存在序列tn-t,xn-x和un Q(tn,Xn),使得但是,通过我们所做的假设,对于足够大的n,Q(t,,xn)包含在有界集合Q(t,x)的e-邻域中。这种矛盾表明,Q(t,x)对于和x的指定值是一致有界的.因为f是连续的,如果(t,x,u)--&lt; M如果0--&lt; _-&lt; t*,lx &lt;= Aec*,u Q(t,x)
X (O)-ix () 12+ 1 A for almost all t, where X (t) Ix (t)+ 1. Consequently, X (t)<-_ Ae for> _-0. Hence, for every admissible u (t), the solution of (1) with initial condition x (0) x () satisfies the inequality Ix (t)]<= Atect* on the interval 0<=<-_ t*(if we consider that C>= 0). We shall show that the Q (t, x) are uniformly bounded for 0<=<= t* and for Ix<= A1/2eC*; ie, thatthere existsan N such that ul< __ N for every u Q (t, x) for the indicated values of and x. Indeed, otherwise there would be sequences tn--t, xn-x, and un Q (tn, Xn) such that But, by the assumptions we have made, Q (t,,, xn) is contained in an e-neighborhood of the bounded set Q (t, x), for sufficiently large n. This con-tradiction shows that the Q (t, x) are uniformly bounded for the indicated values of and x. Sincefis continuous, If (t, x, u)--< M if 0 _-< _-< t*, Ix<= Aec*, u Q (t, x)