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Necessary optimality condition for the minimal time crisis relaxing transverse condition via regularization

Abstract : We derive necessary optimality conditions for the time of crisis problem under a more general hypothesis than the usual one encountered in the hybrid setting, which requires that any optimal solution should cross the boundary of the constraint set transversely. Doing so, we apply the Pontryagin Maximum Principle to a sequence of regular optimal control problems whose integral cost approximates the time of crisis. Optimality conditions are derived by passing to the limit in the Hamiltonian system (without the use of the hybrid maximum principle). This convergence result essentially relies on the boundedness of the sequence of adjoint vectors in Linfinity. Our main contribution is to relate this property to the boundedness in L1 of a suitable sequence which allows to avoid the use of the transverse hypothesis on optimal paths. An example with non transverse trajectories for which necessary conditions are derived highlights the use of this new condition.
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https://hal-univ-avignon.archives-ouvertes.fr/hal-03153881
Contributor : Alain Rapaport <>
Submitted on : Sunday, May 23, 2021 - 10:07:44 PM
Last modification on : Wednesday, May 26, 2021 - 3:40:46 AM

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  • HAL Id : hal-03153881, version 2

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Térence Bayen, Kenza Boumaza, Alain Rapaport. Necessary optimality condition for the minimal time crisis relaxing transverse condition via regularization. 2021. ⟨hal-03153881v2⟩

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