On Generic Existence and Uniqueness in Nonconvex Optimal Control Problems
On Generic Existence and Uniqueness in Nonconvex Optimal Control Problems
复制标题
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
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作者:
Yu. S. Ledyaev
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.