Title
CONTINUITY OF PONTRYAGIN EXTREMALS WITH RESPECT TO DELAYS IN NONLINEAR OPTIMAL CONTROL
Abstract
Consider a general nonlinear optimal control problem in finite dimension, with constant state and/or control delays. By the Pontryagin maximum principle, any optimal trajectory is the projection of a Pontryagin extremal. We establish that, under appropriate assumptions which are essentially sharp, Pontryagin extremals depend continuously on the parameters delays, for adequate topologies. The proof of the continuity of the trajectory and of the control is quite easy; however, for the adjoint vector, the proof requires a much finer analysis. The continuity property of the adjoint vector with respect to the parameter delays opens a new perspective for the numerical implementation of indirect methods, such as the shooting method.
Year
DOI
Venue
2019
10.1137/18M119121X
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Keywords
Field
DocType
nonlinear optimal control,time-delayed systems,Pontryagin extremals,continuity with respect to delays,shooting method for problems with delays
Nonlinear optimal control,Applied mathematics,Shooting method,Mathematical optimization,Optimal trajectory,Pontryagin's minimum principle,Network topology,Trajectory,Mathematics
Journal
Volume
Issue
ISSN
57
2
0363-0129
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Riccardo Bonalli100.34
Bruno Hérissé21207.62
Emmanuel Trélat318324.42