Documentos de Académico
Documentos de Profesional
Documentos de Cultura
L. S. PONTRYAGIN
[5] who obtained, inter alia, the switching curves for secondorder oscillatory systems. But generally the field was static,
constrained perhaps by inadequate tools, an illustrative example being the introduction of time-varying transforms to analyze
time-varying linear systems. In this atmosphere the impact of the
maximum principle, dynamic programming, and Kalman filtering enabling a powerful time-domain perspective of nonlinear
and time-varying systems, was overwhelming. A whole set of
new tools, and new problems, was suddenly available, injecting new life into graduate schools. Conferences and workshops
multiplied to comprehend, use, and extend these new results.
Every researcher who lived in this period was invigorated, and
every research student had a stimulating and open field in which
to work.
The maximum principle excited considerable attention. This,
after all, was the aerospace era in which open-loop problems
suddenly became meaningful; Goddard's problem of maximizing altitude given a fixed amount of fuel, for example, posed in
1919, was solved in 1951 by Tsien and Evans [18] using the
calculus of variations. Like all revolutions, there were excesses.
Linear, quadratic optimal control problems were solved in textbooks and papers via the maximum principle instead of using the
sufficiency conditions provided by Hamilton-Jacobi (dynamic
programming) theory. The importance of robustness, and other
lessons from the past, were forgotten. But optimal control prospered. In aerospace, algorithms for determining optimal flight
paths were developed, linear quadratic optimal control became
a powerful design tool for a wide range of problems, and H oo
optimal control was developed after a concern for robustness
re-emerged. Model predictive control, a widely applied form of
control in the process industries where constraints are significant, makes direct use of open-loop optimal control. Many books
were written for the engineering community; that by Bryson and
Ho [4] captured well the excitement and breadth of the new theories. The initial slow impact on the mathematical community
disappeared with the entry into the field of Western mathematicians who wrote many influential papers and authoritative texts
such as [1], [7], [10], [11], [20] that helped cement the field. The
paper by Halkin [9] was particularly widely read. There was also
125
[2] V.G.BOLTYANSKll, "The maximumprinciple in the theory of optimal processes," Dokl. Akad. Nauk SSSR, 119:1070-1073,1958.
[3] V.G. BOLTYANSKII, R.V. GRAMKRELIDZE AND L.S. PONTRYAGIN, "On
the theory of optimal processes," Dokl. Akad. Nauk SSSR, 110:7-10,
1956.
[4] A.E. BRYSON AND Y.-C. Ho, Applied Optimal Control-optimization,
Estimation, and Control, Hemisphere Publishing Corp. (Washington),
1969.
[5] D.W. BUSHAW, "Optimal discontinuous forcing terms," in Contributions
to the theory of nonliner oscillations, 4:29-52. Princeton Univ. Press,
1958.
[6] EH. CLARKE, "The maximal principle under minimal hypotheses," SIAM
J. Contr. Optimiz., 14:1078-1091, 1976.
[7] W.H. FLEMING AND R.W. RISHEL, Deterministic and Stochastic Optimal
Control, Springer-Verlag (New York,Heidelberg,Berlin), 1975.
[8] R.V.GAMKRELIDZE, "On the theoryof optimalprocessesin linear systems,"
Dokl. Akad. Nauk SSSR, 116:9-11,1957.
[9] H. HALKIN, "On the necessary condition for the optimal control of nonlinear systems,"J. Analyse Math., 12:1-82,1964.
[10] H. HERMES AND J.P. LASALLE, Functional Analysis and Time Optimal
Control, Academic Press (New York), 1969.
[11] E.B. LEE AND L. MARKus, Foundations ofOptimal Control Theory, Wiley
(New York), 1967.
[12] L. MARKUS, In Differential Equations, Dynamical Systems, and Control
Science: A Festschrift in honor of Lawrence Markus, K. D. Elworthy,
[13]
[14]
[15]
[16]
[17]
[18]
REFERENCES
[19]
[20]
D.Q.M.
126
s. PONTRYAGJN
(1)
= f (x: II ) ,
(2)
where s 1, , Sll are real fuoctiOllS of the tbDe I, :I: = (,,1, , %11) is a v.ector of the 11- dimeosioDal vector space R, II e 0, aDd
f(x; tt)
(i=1, .. , n)
are functions giveD andc:oatiDuous for all values of the pairs (x, u)
assume further that the partial derivatives
aft
dzi
(i, j=l . . . ,
e R x O.
We
III
In order to find soludoa of equa boa (2), defined OG the interval to'S l .s ,l'
it suffices to exhibit a con'rol function " (c) 00 the segment '0 oS t ~ '1' aod the
initial value 'So of the solutioD for I = 'o Ia. accordaoce with this we shall say
that we are given a control
(3)
of equ.ion (2), if we are li~eD a faacUoa u('), the segaeat of its defiDitioa
'0 ~'S '1' aDd the iaidalvalue So of the solutioa, z('). fa .hat follows we shall
eODside... piecewise-caat.iaaoas coatrol faacUoa u( t), admitting discoatiJluities
of the first order, ucl 1:0 80," soladODS of equation (2). Here we shall suppose
that the cOIltrols a( ,) are cGIlaaaoas iD the initial pomt to aDd semicODl:iDUOUS
&018 the left, Le., the coaditioD II (I - 0) = U ('), t > '0 is sadsfied. We shall say
thar the coatrol (3) carries the poUlt x o' ioto the poiDt :1:1' if the correspoadiol
solation z(') of equatioa (2), satisfying the mitis! condition x(,o> =sO' satisfies
as well the end coaditioa: set 1) =z 1
10 cases iarerc:stiaa 1D applications
JiDeal' space.
(%1, ,.zA; u ) =
11:
Remark 1. If (3) is ao optimal coatro! of the equatioD (2), 11: (,) die 501udOD of equatioa (2) corresponcliag to it, aad t 2 < '3 are two poiats of the interval '0
~, ~'1' then U,. ., (u (t), '2' '3' x ('2 is also aD optimal cODtrol.
Remark 2. If (3) is aD optimal cODuol of the equation (2) t carryiDg die point
11: t and r is any D1JJDbcr , thea
1
f(X t Ii)
= 1.
(4)
In this case we have: L (U) t 1- '0' and the optimality of the control U means
that the time of trarasitioB from ,Aft' posilion So '0 lAa position :It 1 ;'B minimal.
region of sOlDe ,edimeasiooal Euclideaa space E; thea _ = (u1 , . , u"), and the
oae CODtI'ollio. puameter II a~es ~el' iato a system of DUlDerical parameters
e,
II'.
uI , ,
Is the case that 0 is aD OpeD set of the space
the 'VUiatioaal pr0blem. formulated here turDS out to be particular case of the problem of Lagnmge
( [ 4 ] , p. 22') aDd the fundamental result presented below (~e aaaximuID priaciple )
coiacides with the bOWD Weierstrass critel'ioo. Howner it is ~ ill the app1icad.oas
to COIISider the case in which die c:cmcroIliog pammeters satisfy iaequa1ities, including the
possibility of equality, for eDqJ1e: IfJ,11 ~ 1 (i -1 , J r}, In Ibis case the Weiersuass
criteriexa obviously does DOt bold, emd abe result preseoted below is DeW.
2. Necessary coaclidoas for opdmality (1IlUiaaID priDciple).
ID order to formulace a aecessary condition for optimality we iDuoduce the
128
~ec-
tor
~ - (sO,~l t ,Sn)
of Va + l)-dimensional EucUdeaa space S iDeo me discussion, and we COD sider the
control process
d~l
--;r;Of,
= r(X,1
= /,- ( X, II ) = f;'(
X, t"OJ')
II
(.1= 0t
:lt '
)
til-,
(5)
in vector form,
~
tIz
""
"=1 <s,u),
(6)
where ,O(x,.) is the fuacdoll whicb defines tbe faacuoaal L. In order, kaowiDg
the control (3) of equadoa (2), 10 obraia the cOIltrol of equatJoa (6), Ie suffices,
beghuWaS with the initial Tatue
So -'(s~ -~O).
to set down the iaitial value ~o of equatioa (6). We defiae
s 1-
thea we have
(01
II)
S I's l' ,S 1 '
L(U)
COIUlCCUOil
=s~,
Along with the contravariant vector ~ of the space S 'we consider aa auziliary covariant vector
of that space, aad we set up the fuactioa
K(~,~,u) =- (~,t~,u) ) ~
'V
(the right side is the scalar product of the vectors t/J and f).
'"
'"
K is a faactioa of
the ~Dleter "; the upper bound of the values of this fuacuoa will be delloted by
'\J ' "
N(t/!,z). We set up, further. the Hamiltoaiaa system of equauoas
d~i
8K
- d =-;:rt
tr'iJi.
(.
1= ,
).
n,
(7)
,ax.
d'~i = _
(i == 0, ... t n).
(8)
dt
:1:'
It is immediately evident that the system (7) coiacides with (5), while Ihe system
(8) is :
d~o
_ 0
dt - ,
di'J _
.;
T - - ~ ~i
at l (i, ,,)
inJ
i=O
129
(j == 1, ... , n).
(9)
Theore. 1. Suppose tAat (3) is em optimal con.trol of equation (2) ond x(t) is the
solution of equation (2) corresponJing to it. We complete the vector z(t) to a vector
~(t), writing:
.1,11
(I) = ~
r (~(/),
II
(I)) tlt,
to
'"
(+
(10)
"'" ,....,
1/J{tlt s:(e)~
u(t)
constitute a solution of the Ha;miltonian system (7), (8), while
~
"'"
"'V
(11)
"'"
o.
(12)
In order to formulate the necessary caodition in the case when ODe is dealing
with the problem of miDimum time, we set up the Hamiltonian function
H(t/J, s, u) = <rp, b, u.
For fixed wInes of 1/J and x the function H(t/J, x, u) is a
d !,, _,J=
oH
Obviously
fix.'
'\'
dI = - -.; Ylt
(I ~L )
.
(/=J,
... ,I1).
__
.
(/1
a/k (s.
If)
ax';
== J
11).
(J5)
J~=J
Theorem 2. Suppose that (3) is a control of tAe equation (2) which is optimCJl
for the functional (4), and tAct s(t) is the solution of equation (2) corresponding to
chis control. Then there e%ists a non-zero continuous vector function t/J{t) -= (r/J 1(')'
, '"n (t
sucb. tnat
(16,
It turns out, moreover, ,hat the function H(t/J(t), x(t), u(t) is constant, so that
H(t/J{t), :I:(t), U(l ~
(11)
o.
11
, ....
aI' (x (I).
It (t
j
0
ax}
y
(i = , -J. , n ~.
;=0
WritiDg the solutioa of-the system (18) in vector form, we obtaia the vector
y(t) == (yO{t), , rll(t).
dyl _
dt -
L.J
(1~)
0
y(,).
for the solution of the equation (6). Thea th e same solution of equatioD (6) with
yo.
where y(t) is a solution of the system (is), taken with the initial value
We
shall say that the solution y{') of system (18) is the 'ransport of the vector
YO'
given at the initial poiat ~0 of the trajectory ~(t)t along the whole trajectory. In
t~ .same sense we may say that the solution r(I) is the traDsport of the vector
f(r). given at the poiat ~(T) of the trajectory ~(')t aloD, the whole rrajectory.
4"\,
Along with the contravariant vector y (I) which is tbe solution of the system
(18). we consider the covariaot vector '"
.pcl), which is the solutioa of the system (8).
ODe
so that
(~(t), )' (t
(~(t),
y(t
= 0.
= canst.
("19)
U one interprets the covariaDt vector .p(e) as a plane pass iDg through the point
~(t), then ODe may say that the plane ~,) is the ttaDSpon of the plane ~r)t giveD
at the point ~(,) of the trajectory ~(t)t aloDI the whole trajectory.
A variation of the
depending
00
CODttO!
small positive values of the parameter e and satjsfyiag the following condition:
*10 what (0110w8 the symbol o() is used as a typical notation for quantities teading
to zero alODg with e.
131
U, may
be
'" *
Dot
depend on
E.
The family A of variations of one and the same .cmtrol (3) will be said to be
admissible, if along with each two variations U~(, all and U~(Et 0-2) in it, there
exists for any DODnegative }fl' Y2 a third variatioD U*(r, Y1 o,1 + y20-2)' satisfying
the cooditioo:
We DOW
(20)
U*
-=, e, u*).
depending 00 the point r of the half-interval to < t ~ t 1 (while in the case a. < 0
we have to cake r < t 1)' on the nODnegative Dumber 0, and tbe point u of the
space O. VIe defioe the variation Y (i, a, r a, u*) by giving the functiOD u*(t)
by the relations
u* (Ii =
II
to
for
for
-:"-::1
ltV)
for
-: < 1</ 1 ,
(i l ) for
/1
< t -c ":,
ll-='
II
It is easy
(t)
(21)
I
(if
:1
> 0).
type (21). This family will be taken as fundameotal in the farther cODstrucUODS.
~
B(U ) issuing from the poiat x r The set of all these vectors fills out a eeavex
ceae n with vertex at the point ~l (see (20. Let
~ == (-1, 0, .. , 0)
be a vector issuing from the point ~1 aod going in the direction of the negadve
s-u:is in the space S. If the cone
vector;' as
terior point, thea the control U is DOt optimal. Suppose, indeed, that U*
variation of die control U for which
aD
in-
A is that
""
'"
8(U *) = v.
We denote by ~i the polat into which the point moves UDder the control
U*. We
obtain:
Breaking this equation up into a scalar equation for the Dull coordinate and a vector
equation for the remaining coordinates, we obtain:
L(ll*) =x~* =
x~
X~=Xl+ao(e).
f,
from that desired by die qaaauty 0(). By maida, dais CODStruction more e:mct, we
are led to a variation lJ#rA, lex whicb the eodpoiDt
01 the trajectory x#sadsfies the euct equality
== ;1aDd this coatradicts the assamptioD that the
coatrol U was optimal.
xf
av,
if
So, assumioa that the coatrol U is opdmal, we will suppose ia what follows
is CODvex, thea.
there exists a suppordDI plaac r, such tbat the whole CODe lies in ODe (closed)
halfspace defiDed bY. this space. and the vector ;- ia the other. DeaotiDg by ~1
the covariant vector carrespoodias to me plane r, taken with tbe appropriate sip,
we obtain:
(22)
(+1' i (U* <; 0, u* eAt
that the vector ~ is Dot iAterior to the eeee D. Since the eeae
(+I v~ :> o.
(23)
t/J~ SO.
(24)
tP<')
set).
Let Y{4 0, r, 0', II*) be aay special ftfiarioo (see (21)" of the faaUy ~ aDd
z (t) me solutioD of e~uadoa (6) correspoadial to it. A simple caleulatioa yields:
~
x*(~)=i(t)+.!il(x(~),u*)-f(X(-;),
u(-;J+&o{a}.
,
We denote by
yet)
x* (t
1)
(+lt1 -c o.
Now let U* - Y(f~a, ,~ 0, u). The solutio. of equatiOll (6) caaespaadiD, ID Ibi.
coatrol U*, will be deaoted by i"*(,). We have obTiously:
133
where
<+1' 1 (i l. u (t1 ) -c o.
Taking account of the fact that a. is an arbitrary real number, the last inequality is
possible only UDder the cooditi01l
(~1' 1
(x
lt
u (t 1 ) == 0,
(25)
u('
('t1
> 0,
-c K ('t1) -
of the variable t
00
the seg-
ment '2 <, ~'3 is continuous and has a derivative, equal to zero ill vi~w of (7)
and (8), then the outside terms of the inequality (26) disappear. Thus, K('i) -K('Q)
z:: 0,. Le., K(t) = coast. 011 me selDi-iatenal ; < t S ~.
Now suppose that '0 is a jump point for the fuacaoa a(t) and that 'i > '0 is
a point close to
If K(ro) > K('l)' then for sufficiently small 'i - '0 we have:
'0.
(+ (~l)' i (1:1),
It
(~o
<K('l)'
(-=1)' u (~1'
then for sufficieDdy small
KC,O + 0).
It follows from what bas been prmcd (see (25 that equality (12) holds for the
entire ioterval '0 ~, ~ t l' which, in particular, proves rhe first of reladoas (10).
The second of relations (10) follows &om iaequality (24) Oil cakiDg aceoaR&: of the
firs t equatioD of (9).
n
~..
lit = ~
;=.
aJx' +
,.
~.
(i == 1, .... , n),
~ b~Uk
ll=f
dx
-=~
.1 x+But
dt
(27)
SR
and B
a linear operator from the space E into the space R. We shall consider here ooly
the problem of miDimiziag the fuDcuonal ~ltb, Le., the prob~m of the minimizatiOll
of the time of passage,
0
In order to obtain certaiD results of a uaiqucness character we shan impose
the control equatiea (27) the conditions followioB below, A) and B), whose roles
will be clear in what follows:
OD
A) Let w be some vector whose directioD is dlac of oae of the edges of the
polyhedroa 0; then the ~ector B. does Dot lie in any proper subspace of the space
R which is invariant under the operator A; thus, the ~ectors
Bw, ABw, ..... tAn-lB.
(28)
are linearly independent in the space R whenever " is a vector bavin, as its direction one of the directions of the edges of the polyheclraa O.
B) The origin of coordinates of the space
droa O.
E is
aD
H = (t/J, Ax) +
<", Bu),
135
(29)
(j == 1, ... , n).
or in vector form
~~ = -A*~.
(30)
Obviously the function H, coasldeeed as a function of the variable u en, admits a maximum simultaDeously with the function
(.p,
Bu).
(31)
Since equation (30) does Dot contain the unknown functions set) and 0('), then all
me solutions of equauoa (30) may be fouad easily, aad in the same way, UDder coodinon (31), one may easily find also all optimal cODttols aCt) of the equation (27).
The question as to how uniquely condition (31) determines the control u(t) in
terms of
of the polylaetlron
n.
(AI), Ba),
(32)
takes OIl its manmum OIl the bouodary of the polYBOD O. The same colIsideradOD
may be applied to each face of me polyhedron O. Thus, either the fuacuoa (32)
takes 011 its mazimum only OD one vertex of the polyhedron 0, or else it cakes it OIl
OD a whole face of the polyhedron O. We shall show that it follows from CoadiUOD
A) that the latter case is possible only for a finite number of values t: Suppose
that the fuoctiOD (32) takes o.a its muimum (or is coastaat) OD some face r of tbe
polyhedron O. Let - be a vector wbose direction is that of SODle edge of the face
Since the functioD (32) is constaDt on the face r we ba'Ye:
r.
(y,(t), Bw) - O.
If
DOW
this relation were to bold for au infinite set of values of the variable t; mea
it would hold identically in &, and, differentiating this successively with respect
136
to It we would obtain
(.4~ (t),
(33)
rpl(t), .,
tPTa (t)
(34)
",1(I.), , ",7I(t.)
a fundameDtal system of solutions of the homoBeneous equation (30), satisfying the
iaitial coaditioas tP{(t O) =~. We shall seek the general solution of equation (27)
iu the form
n
X
i-t
't
~
;,J <Pi
dci el)
i=1
(t!J(t), ~i(t
::a
.pi
~. we obtain: .
(35)
(t)
tI , XO)
'0*
dt).
II)
Theorem 4. Suppose tho' equotion (27). .atisfies l;on4itioll A), and let
137
(36)
'i : t 2,
U 1() 5: u (t ).
2
Proof. Since both controls Uland U2 are optimal, then t 1 t 2; .otherwise, if,
for example, t 1 < "2' then the control U2 would Dot be optimal. We thus have the
equality
'1
'1
Xl =
n.
;=1
'i
Ii
(ll)
(x~+ ~ (If/;(t),
i=1
BU2
(l)) dl).
It)
Since the vectors tfJ j (t 1). ' , rPn(t 1) are linearly independent, then it follows from
the last equation mat
Ii
11
(i = J 11).
dt
(37)
From Theorem 3, it follows that there corresponds to the optimal control Uj a vector function
1/1<&),
(:iH)
to
10
and is determined uniquely by this coaditicm. If DOW the funcuoo u 2(t) did not coincide with the functioD Ul(t), thea the coaditioD
1/1<,)
equatioa (30)Ia order to fiad all optimal cODuols carryiD. the poiat So Ieee me poiat Xl'
oae may Bad first all extremal controls carrying the point X o into the poillt Xl aDd
thea chose &om their Dumber the uniqae one which carries out this passage iD the
shortest time. The quesdOll arises, as to whether there lDay be several extremal
CODUO!s carryiDg the point Xo into the point E l - 'Generally speakhlat there may be
several of them. The theorem followiDg below indicates aD important case of wi
city.
Theorem 5. Suppose
t1 t
U1
xo),
GDIl
Ie'
be ,",0 es"ernGl ccmtrols, otJlT'1iDg the P?ill' ~o i"to ,lie origin of'coortli7IG'es Xl
.. 0 of Uae spaee R; then tAe control. U1 tJDl U2 comella:
'1 == '2'
Dlft} a~').
Proof. By bypothesis, we have die equality
h
fa
Bill (t dt)
= 0,
~ cpdls) ( x:+ ~ (t
(4~
l
(I), BUs (l dt ) =
o.
to
1=1
Since the VectorS (34) are linearly iDdependeat fer auy t, then &om equatioa (40) it
follows that
tl
Xo
= ~ (t i (I),
'.
1o
(41)
to
BU1 (t == P (t (t
holds, defiaiD. the fuactioD 8 1(' ). As ia the proof of Theorem 4, the fuactioD ;<,)
lDay be writtea io the form (38). Multiply relatioD (41) by tfiiO aad sum on t. We
(4' (t),
obtaia:
2: o.
Indeed, siace zere is aD iaterior point of the CODvez body 0, thea the fuDctioa
(~,), Ba), as function of the variable a, is either ideadeally aero or else may
take on both nesaave aad posidve ftlues.
In view of (42) we have die inequality
139
I~
Is
to
~I
have '1
't then we
"r
96.
Theorem 6. If there esisu at lea" one con&rol of the equation (27), carrying
'he point Xo into llae point S l' thera tAere esisu GIl optimal control of the B'lutJeloT.
(27), carryin& dae point. So into the poin' s 1.
Proof. The set of all CODtrois of the form
U = (u(t), 0, t, sO),
(43)
carrying the point SoD iDto the point 'S.l' will be denoted by AZO'Zl- To each coouol (43) mere eorrespoads a rime of passaIc s: We denote the lower bound of all
such times for U Aso.z 1 by t*, aDd we shall prove that there exists a control
U* (0*('), 0, '., 'SO)' carrying the point Zo into the paiat z 1We choose. &om the set !lz.O'Zl an infinite sequence of controls
Uh == (u,(t), 0, 'i'
sO)
(It: = 1, 2, .. ),
lim
i.
I~-+oo 1=1
BUIe
dt) = x
(44)
holds.
Consider the Hilbert space L 2 of all measurable fuactioDS with integrable
squares, li\'ea 011 the iaterval 0 ~, ~ t*. The cODuol Dlet) is a vector-macnoD;
the i- ch coordiaate of this function will be denoted by
The function
considered on the sepcDt 0 oS'S t*, lies ia the space L 2. The set of aU fuactiODS U1e) (Ie -1, 2 ), ob\'iously lies in some sphere of the space L 2 and
therefore we may select a weakly coover,eDt subsequence from it. For simplicity
we suppose that the oriliaal sequeace
i
(45)
uj<&), '4Ct), , a "Ct),
i
converses weakly to some functioD a (, ) (i -1, . , r).
ut<t).
140
"1<&),
u*{t)
Let
o.
s b.
Let m be the set of all values t of the segmeJlt [0, '*1 for which b(a*('
11(1) the cbaracrerisdc function of the set m. We thea have
> b, and
,.
lim
k-.CIO 0
OD
III is
0
since
zero.
me condition
It follows &om relation (44) and the weak convergence of the sequeDce (45)
that:
to.
11
~ Cfi (t) (
i=t
x: + ~ (+1 (t),
Bu"
dt ) = xl'
.,
(r/J(t), BU*(I)
COaditiOD
=- P(t/A~.
COD-
tinuous.
the vector
= By
does Dot belong to any proper subspace of the space R which is invariant under the
operator A. From coaditioas A) and B) it follows that there is such a vector v.
For a sufficiencly small positive ( the operators A. and e- f A have eeiecideet invariant subspaces, and therefore the vectors
= ellA (
Xl
xo
'So
(46)
00
the parameters
iD
such
me
followiog cODditiODS:
s'l(O; 0, , 0) = 0,
a(~l ., ~~)
a(~"1 , ...
"'n
C;)
e)
e.
e),
rr,
X (t)
A=1
A simple calculation shows that the point %l(S.O' {1, .. '. en). with this choice of
the function )((e), satisfies the stated caadiuons.
Now let "0 be any point of the space R. Suppose that it first moves under the
cooaol u(') i i O. Since all eigeavalues of the operator A have negative real parts,
then after the expiration of some time the point will come into the neighborhood,
or~8io
of coordinates.
Hence, frOID Theorem 6, it follows that there exists an optimal control, carryioa the
point S.o into the origin.
Thus Theorem 7 is proved.
7. SJDthesis of a lia.ear opdmal control. The problem of syn,hesizing aD optimal ca:alrol has a sense for any eeatrel system (1); however bere we sball treat it
oaly in the case of a linear control system (27), satisfying conditions A) aDd B),
with a stable operator A.. For such a system one bas the theorems 00 ezisteDce and
uuiqueness (Theorems 7 and 5), thanks to which the problem of synthesis is ha priaciple solved. The considerations preseDted here live a cODsuuctive method of solution of the problem. The practicability of this method in each concrete case requires, bowever, a series of cOIlSUUCtiOOS. The syathesis of au optimal coutrol for
the lioear system (27) was carried out, .in its eDtirety, by other methods up until
DOW only for the case of eee cODuol parameter (I.e., for r - 1). Fe!' dbaum [6], hi
the case that the operator A had real roots, aDd Bushaw [7], ill the case that 1& - 2
and the eigenvalues of the operator A were complez.
VIe shall suppose that the equation (27) satisfies conditions A) and B) and bas
a stable operator A. nen for aay poiat So e R there e:asts one (and oaly one) optimal control
(47)
which carries the point Zoo ioto the origia of coordiaates 0 R. There is uaiqueness, fiDally, up to a time traaslation (see remark 2 to the statement of me problem).
The quantity lI~O('O) depends, mus, only OD the point sO' and Dot 00 the particular
ofigia of the time readiD, '0' and therefore oae may put: v(zO) = uso('a). Let x(t)
be a solutioD of equation (27), correspoodiDg to the eonteel (47); then Uz(r) =
(Uzo(t), r, t I' a:(r (see remark 1 to the statement of the problem), aDd therefore
us.o(r) =v(x(r. Thus,
..Lx(t) AX(l)
dt
+ Bv(s(t),
(48)
!!Jf!l.,- A...;ttl,
(49)
(50)
Suppose further that set) is a solution of equatioD (27), satisfying the initial condition
(51)
dx(t)
---;j't
:=I
As(t) + Buso(t).
(53)
(54)
From the existence auld uniqueness theorems it follows that there exists one, and
only one (up to a naDslation of time), pair of functions u xO( I,) , x(t), giveD on the
segmeot to ~ t So '1 and satisfying conditions (49)-(53). In view of the possibility
of ttanslatins the time, the numbers to and 'i are not determined uniquely by
these conditions, but the number t1 - to is.
all the conditions (49)-(53), but it is easy to find all the functions uzo(t), set),
satisfying only conditions (49), (50), (52), and (53). To do this we proc-eed as follows: in view of the possibility of aD arbitrary uansladon of time, we fix the number t 1t puttiDB e1 =O. Now let X. be any covariant vector, different from zero,
and f/J (t. X) the solution of equation (49), satisfying the initial condition:
and defined for t
SO.
';(0, X) = X
Further, we define a function a(t, X) from the conditioa
){.I.
From what has beee said above, the function .(z) is defined by the relation:
(p(t, X), Bv(x(t, X)
P<"'Ct, X.
(55)
It follows from the eustence theorem (Theorem 7) that the point s(t, 'X) sweeps
out the wbole space R, as , runs throu,h negative values and the vector X
chaoses arbiuarily. Thus, relation (.55) defines tbe value of the function v(x) for
any point x of the space R.
BIBLIOGRAPHY
(1] V. G. Bolty_nski!, R. V. Gamlaelidze aDd L. S. Ponttyasin, 011 the ';"eory of
optimal processes, Dokl. Akad. Nauk SSSR 110 (1956), 7-10. (Russian)
[2] R. V. Gamkrelidze, On the theory of optima,l processes in linear systems.
144
English editioa.]
[ 5] E.
809-819.
[6] A. A. Fel' dbaom, On the design of optimal systems by meons of pwe space,
Avtomat. i Telemeh. 16 (1955), 129-149. (Russiao)
[7] D. W. Bushaw, E%perime7&tal towing tOM, Stevens Institute of Technology,
Report 469, Hoboken, N. J., 1953.
Translated by:
j, M. Danskin, Jr.
145