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Optimization of Mayer Problem with Sturm–Liouville-Type Differential Inclusions

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  • Elimhan N. Mahmudov

    (Istanbul Technical University
    Institute of Control Systems)

Abstract

The present paper studies a new class of problems of optimal control theory with Sturm–Liouville-type differential inclusions involving second-order linear self-adjoint differential operators. Our main goal is to derive the optimality conditions of Mayer problem for differential inclusions with initial point constraints. By using the discretization method guaranteeing transition to continuous problem, the discrete and discrete-approximation inclusions are investigated. Necessary and sufficient conditions, containing both the Euler–Lagrange and Hamiltonian-type inclusions and “transversality” conditions are derived. The idea for obtaining optimality conditions of Mayer problem is based on applying locally adjoint mappings. This approach provides several important equivalence results concerning locally adjoint mappings to Sturm–Liouville-type set-valued mappings. The result strengthens and generalizes to the problem with a second-order non-self-adjoint differential operator; a suitable choice of coefficients then transforms this operator to the desired Sturm–Liouville-type problem. In particular, if a positive-valued, scalar function specific to Sturm–Liouville differential inclusions is identically equal to one, we have immediately the optimality conditions for the second-order discrete and differential inclusions. Furthermore, practical applications of these results are demonstrated by optimization of some “linear” optimal control problems for which the Weierstrass–Pontryagin maximum condition is obtained.

Suggested Citation

  • Elimhan N. Mahmudov, 2018. "Optimization of Mayer Problem with Sturm–Liouville-Type Differential Inclusions," Journal of Optimization Theory and Applications, Springer, vol. 177(2), pages 345-375, May.
    • Handle: RePEc:spr:joptap:v:177:y:2018:i:2:d:10.1007_s10957-018-1260-2
    DOI: 10.1007/s10957-018-1260-2
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    References listed on IDEAS

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    1. Y. K. Chang & W. T. Li, 2006. "Controllability of Second-Order Differential and Integro-Differential Inclusions in Banach Spaces," Journal of Optimization Theory and Applications, Springer, vol. 129(1), pages 77-87, April.
    2. Dimplekumar N. Chalishajar, 2012. "Controllability of Second Order Impulsive Neutral Functional Differential Inclusions with Infinite Delay," Journal of Optimization Theory and Applications, Springer, vol. 154(2), pages 672-684, August.
    3. M. Benchohra & S. K. Ntouyas, 2001. "Controllability for an Infinite-Time Horizon of Second-Order Differential Inclusions in Banach Spaces with Nonlocal Conditions," Journal of Optimization Theory and Applications, Springer, vol. 109(1), pages 85-98, April.
    4. G. Arthi & K. Balachandran, 2012. "Controllability of Damped Second-Order Impulsive Neutral Functional Differential Systems with Infinite Delay," Journal of Optimization Theory and Applications, Springer, vol. 152(3), pages 799-813, March.
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    Cited by:

    1. Nesrine Bouhali & Dalila Azzam-Laouir & Manuel D. P. Monteiro Marques, 2022. "Optimal Control of an Evolution Problem Involving Time-Dependent Maximal Monotone Operators," Journal of Optimization Theory and Applications, Springer, vol. 194(1), pages 59-91, July.
    2. Elimhan N. Mahmudov, 2022. "Optimization of Higher-Order Differential Inclusions with Special Boundary Value Conditions," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 36-55, January.
    3. Elimhan N. Mahmudov, 2020. "Infimal Convolution and Duality in Problems with Third-Order Discrete and Differential Inclusions," Journal of Optimization Theory and Applications, Springer, vol. 184(3), pages 781-809, March.

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