Regular synthesis and sufficiency conditions for optimality

Citation
B. Piccoli et Hj. Sussmann, Regular synthesis and sufficiency conditions for optimality, SIAM J CON, 39(2), 2000, pp. 359-410
Citations number
32
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
39
Issue
2
Year of publication
2000
Pages
359 - 410
Database
ISI
SICI code
0363-0129(20000927)39:2<359:RSASCF>2.0.ZU;2-Y
Abstract
We propose a definition of regular synthesis that is more general than thos e suggested by other authors such as Boltyanskii [SIAM J. Control Optim, 4 (1966), pp. 326-361] and Brunovsky [Math. Slovaca, 28 (1978), pp. 81-100], and an even more general notion of regular presynthesis. We give a complete proof of the corresponding sufficiency theorem, a slightly weaker version of which had been stated in an earlier article, with only a rough outline o f the proof. We illustrate the strength of our result by showing that the o ptimal synthesis for the famous Fuller problem satis es our hypotheses. We also compare our concept of synthesis with the simpler notion of a "family of solutions of the closed-loop equation arising from an optimal feedback l aw, and show by means of examples why the latter is inadequate, and why the difficulty cannot be resolved by using other concepts of solution such as Filippov solutions, or the limits of sample-and-hold solutions recently pro posed as feedback solutions by Clarke et al. [ IEEE Trans. Automat. Control , 42 (1997), pp. 1394-1407] for equations with a non-Lipschitz and possibly discontinuous right-hand side.