Generalized solutions of nonlinear optimization problems with impulse controls. II: Representation of solutions by differential equations with measure (Q1285400)

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scientific article; zbMATH DE number 1279853
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Generalized solutions of nonlinear optimization problems with impulse controls. II: Representation of solutions by differential equations with measure
scientific article; zbMATH DE number 1279853

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    Generalized solutions of nonlinear optimization problems with impulse controls. II: Representation of solutions by differential equations with measure (English)
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    4 November 2003
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    The nonlinear dynamic system considered is described by the differential equation \[ \dot x(t)= F(x(t), u(t), w(t),t),\quad x(0)= x_0, \] where \(F(\cdot,\cdot,\cdot,\cdot)\) is a given function, \(x(t)\in \mathbb{R}^n\) is the state variable at time \(t\in [0,T]\) and \(u(\cdot)\), \(w(\cdot)\) are measurable control functions such that \(u(t)\in U\), \(U\) is a bounded and closed subset of \(R^k\), \(w(t)\in W\), \(W\) is not bounded in norm of \(\mathbb{R}^m\) and \(\int^T_0\|w(t)\|dt< M\) for some given constant \(M\). In the earlier paper [\textit{B. M. Miller}, Autom. Remote Control 56, No. 4, Pt. 1, 505-516 (1995); translation from Avtom. Telemekh. 1995, No. 4, 62-76 (1995; Zbl 0928.93022)] a concept of a generalized solution of the equation is given and, under additional assumptions, a solution is obtained by a discontinuous time substitution method. Based on this result, in the present paper, a nonlinear equation with measure is derived. The equation describes arbitrary generalized solutions.
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    optimal control
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    impulse control
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    nonlinear dynamic system
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    discontinuous time substitution method
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    generalized solutions
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