Higher order necessary conditions for a minimizer of an optimal control problem are generally obtained for systems whose dynamics is continuously differentiable in the state variable. Here, by making use of the notion of set-valued Lie bracket, we obtain a Goh-type condition for a control affine system with Lipschitz continuous dynamics and unbounded controls. In order to manage the simultaneous lack of smoothness of the adjoint equation and of the Lie bracket-like variations we make use of the notion of Quasi Differential Quotient. We conclude the paper with a worked out example where the established higher order condition is capable to rule out the optimality of a control verifying the standard maximum principle
GOH Conditions for Minima of Nonsmooth Problems with Unbounded Controls
Franco Rampazzo
2023
Abstract
Higher order necessary conditions for a minimizer of an optimal control problem are generally obtained for systems whose dynamics is continuously differentiable in the state variable. Here, by making use of the notion of set-valued Lie bracket, we obtain a Goh-type condition for a control affine system with Lipschitz continuous dynamics and unbounded controls. In order to manage the simultaneous lack of smoothness of the adjoint equation and of the Lie bracket-like variations we make use of the notion of Quasi Differential Quotient. We conclude the paper with a worked out example where the established higher order condition is capable to rule out the optimality of a control verifying the standard maximum principleFile | Dimensione | Formato | |
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