Nonlinear dynamic systems and optimal control problems on time scales
ESAIM: Control, Optimisation and Calculus of Variations, Tome 17 (2011) no. 3, pp. 654-681.

This paper is mainly concerned with a class of optimal control problems of systems governed by the nonlinear dynamic systems on time scales. Introducing the reasonable weak solution of nonlinear dynamic systems, the existence of the weak solution for the nonlinear dynamic systems on time scales and its properties are presented. Discussing L1-strong-weak lower semicontinuity of integral functional, we give sufficient conditions for the existence of optimal controls. Using integration by parts formula and Hamiltonian function on time scales, the necessary conditions of optimality are derived respectively. Some examples on continuous optimal control problems, discrete optimal control problems, mathematical programming and variational problems are also presented for demonstration.

DOI : 10.1051/cocv/2010022
Classification : 37M10, 35D05, 49K25, 90C46
Mots-clés : time scale, weak solution, optimal control, subdifferentials, existence, necessary conditions of optimality
@article{COCV_2011__17_3_654_0,
     author = {Peng, Yunfei and Xiang, Xiaoling and Jiang, Yang},
     title = {Nonlinear dynamic systems and optimal control problems on time scales},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {654--681},
     publisher = {EDP-Sciences},
     volume = {17},
     number = {3},
     year = {2011},
     doi = {10.1051/cocv/2010022},
     mrnumber = {2826974},
     zbl = {1223.37105},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/cocv/2010022/}
}
TY  - JOUR
AU  - Peng, Yunfei
AU  - Xiang, Xiaoling
AU  - Jiang, Yang
TI  - Nonlinear dynamic systems and optimal control problems on time scales
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2011
SP  - 654
EP  - 681
VL  - 17
IS  - 3
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/cocv/2010022/
DO  - 10.1051/cocv/2010022
LA  - en
ID  - COCV_2011__17_3_654_0
ER  - 
%0 Journal Article
%A Peng, Yunfei
%A Xiang, Xiaoling
%A Jiang, Yang
%T Nonlinear dynamic systems and optimal control problems on time scales
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2011
%P 654-681
%V 17
%N 3
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/cocv/2010022/
%R 10.1051/cocv/2010022
%G en
%F COCV_2011__17_3_654_0
Peng, Yunfei; Xiang, Xiaoling; Jiang, Yang. Nonlinear dynamic systems and optimal control problems on time scales. ESAIM: Control, Optimisation and Calculus of Variations, Tome 17 (2011) no. 3, pp. 654-681. doi : 10.1051/cocv/2010022. http://archive.numdam.org/articles/10.1051/cocv/2010022/

[1] M. Benchohra, J. Henderson and S. Ntouyas, Impulsive Differential Equations and Inclusion. Hindawi Publishing Corporation, New York (2006). | MR | Zbl

[2] R.A.C. Ferreira and D.F.M. Torres, Higher-order calculus of variations on time scales, in Mathematical control theory and finance, Springer, Berlin (2008) 149-159. | MR | Zbl

[3] Y. Gong and X. Xiang, A class of optimal control problems of systems governed by the first order linear dynamic equations on time scales. J. Ind. Manag. Opt. 5 (2009) 1-13. | MR | Zbl

[4] G.S. Guseinov, Integration on time scales. J. Math. Anal. Appl. 285 (2003) 107-127. | MR | Zbl

[5] R. Hilscher and V. Zeidan, Weak maximum principle and accessory problem for control problems on time scales. Nonlinear Anal. 70 (2009) 3209-3226. | MR | Zbl

[6] S. Hu and N.S. Papageoriou, Handbook of Multivalued Analysis. Kluwer Academic Publishers, Dordrecht (1997). | Zbl

[7] V. Lakshmikantham, S. Sivasundaram and B. Kaymakcalan, Dynamical Systems on Measure Chains. Kluwer Acadamic Publishers, Dordrecht (1996). | MR | Zbl

[8] H. Liu and X. Xiang, A class of the first order impulsive dynamic equations on time scales. Nonlinear Anal. 69 (2008) 2803-2811. | MR | Zbl

[9] A.B. Malinowska and D.F.M. Torres, Strong minimizers of the calculus of variations on time scales and the Weierstrass condition, in Proceedings of the Estonian Academy of Sciences 58 (2009) 205-212. | MR | Zbl

[10] Y. Peng and X. Xiang, Necessary conditions of optimality for a class of optimal control problem on time scales. Comp. Math. Appl. 58 (2009) 2035-2045. | MR | Zbl

[11] B.P. Rynne, L2 spaces and boundary value problems on time-scales. J. Math. Anal. Appl. 328 (2007) 1217-1236. | MR | Zbl

[12] S.I. Suslov, Semicontinuouity of an integral functional in Banach space. Sib. Math. J. 38 (1997) 350-359. | MR | Zbl

[13] C.C. Tisdell and A. Zaidi, Basic qualitative and quantitative results for solutions to nonlinear, dynamic equations on time scales with an application to economic modelling. Nonlinear Anal. 68 (2008) 3504-3524. | MR | Zbl

[14] D.-B. Wang, Positive solutions for nonlinear first-order periodic boundary value problems of impulsive dynamic equations on time scales. Comp. Math. Appl. 56 (2008) 1496-1504. | MR | Zbl

[15] E. Zeidler, Nonlinear Functional Analysis and its Applications III. Springer-Verlag, New York (1985). | MR | Zbl

[16] Z. Zhan and W. Wei, Necessary conditions for a class of optimal control problems on time scales. Abstr. Appl. Anal. 2009 (2009) e1-e14. | MR | Zbl

[17] Z. Zhan and W. Wei, On existence of optimal control governed by a class of the first-order linear dynamic systems on time scales. Appl. Math. Comput. 215 (2009) 2070-2081. | MR | Zbl

[18] Z. Zhan, W. Wei and H. Xu, Hamilton-Jacobi-Bellman equations on time scales. Math. Comp. Model. 49 (2009) 2019-2028. | MR | Zbl

Cité par Sources :