Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon
Résumé
Sampled-data control systems have steadily been gaining interest for their applications in automatic engineering where they are implemented as digital controllers and recently results have been obtained in optimal control theory for nonlinear sampled-data control systems and certain generalizations. In this paper we derive a Pontryagin maximum principle for general nonlinear finite-dimensional optimal sampled-data control problems with running inequality state constraints. In particular, we obtain a nonpositive averaged Hamiltonian gradient condition with the adjoint vector being a function of bounded variations. Our proof is based on the Ekeland variational principle. In general, optimal control problems with running inequality state constraints are difficult to solve using numerical methods due to the discontinuities (the jumps and the singular part) of the adjoint vector. However in our case we find that under certain general hypotheses the adjoint vector only experiences jumps at most at the sampling times and moreover the trajectory only contacts the running inequality state constraints at most at the sampling times. We call this behavior a bouncing trajectory phenomenon and it constitutes the second major focus of this paper. Finally taking advantage of the bouncing trajectory phenomenon we numerically solve three examples with different kinds of constraints and in several dimensions.
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