On Generic Existence and Uniqueness in Nonconvex Optimal Control Problems

On Generic Existence and Uniqueness in Nonconvex Optimal Control Problems
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非凸最优控制问题的一般存在唯一性

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发表时间:
2004
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通讯作者:
Yu. S. Ledyaev
Yu. S. Ledyaev
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文献类型:
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作者:
Yu. S. Ledyaev

文献摘要

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在没有传统凸性假设的情况下,我们得到了一类有限维最优控制问题的最优控制和轨迹的一般存在唯一性条件。对于这类问题,对于给定的初始点x,最优控制的存在唯一性等价于最优值函数在x处的可微性。这些结果是在非光滑分析中出现的inf-envelope函数的(次)梯度表示公式的一般框架中得到的。
We derive conditions for generic existence and uniqueness of optimal control and trajectories for some class of finite-dimensional optimal control problems in the absence of traditional convexity assumptions. It is shown that for these problems existence and uniqueness of optimal control for a given initial point x is equivalent to the differentiability of optimal value functions at x. These results are obtained in the general framework of representation formulas for (sub-)gradients of inf-envelope functions which appear in nonsmooth analysis.