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arXiv · 1501.07361

Optimal sampled-data control, and generalizations on time scales

Loïc Bourdin·Emmanuel Trélat
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Abstract

In this paper, we derive a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. Our framework is actually much more general, and we treat optimal control problems for which the state variable evolves on a given time scale (arbitrary non-empty closed subset of R), and the control variable evolves on a smaller time scale. Sampled-data systems are then a particular case. Our proof is based on the construction of appropriate needle-like variations and on the Ekeland variational principle.

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Loïc Bourdin, Emmanuel Trélat. 2015-12-08. Optimal sampled-data control, and generalizations on time scales. https://arxiv.org/abs/1501.07361

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