A. Arsenashvili, I. Ramishvili, T. Tadumadze

Necessary Conditions of Optimality for Neutral Variable Structure Optimal Problems with Discontinuous Initial Condition

abstract:
An optimal control problem for variable structure dynamical systems governed by quasi-linear neutral differential equations with discontinuous initial condition is considered. The discontinuity of the initial condition means that at the initial moment the values of the initial function and the trajectory, generally speaking, do not coincide. Necessary conditions of optimality are obtained: for the optimal control and the initial function in the form of integral maximum principle; for the optimal initial, final and structure changing moments in the form of equalities and inequalities containing discontinuity effects. Besides, a variable structure neutral time-optimal linear problem of economical character is investigated.

Mathematics Subject Classification: 49K25, 34K35, 34K40

Key words and phrases: Neutral systems, optimal control, necessary conditions, variable structure systems, discontinuous initial condition