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 Ural Math. J., 2016, Volume 2, Issue 2, Pages 72–86 (Mi umj22)

Regularization of Pontryagin maximum principle in optimal control of distributed systems

Mikhail I. Sumin

Nizhnii Novgorod State University, Nizhnii Novgorod, Russia

Abstract: This article is devoted to studying dual regularization method applied to parametric convex optimal control problem of controlled third boundary-value problem for parabolic equation with boundary control and with equality and inequality pointwise state constraints. This dual regularization method yields the corresponding necessary and sufficient conditions for minimizing sequences, namely, the stable, with respect to perturbation of input data, sequential or, in other words, regularized Lagrange principle in nondifferential form and Pontryagin maximum principle for the original problem. Regardless of the fact that the stability or instability of the original optimal control problem, they stably generate a minimizing approximate solutions in the sense of J. Warga for it. For this reason, we can interpret these regularized Lagrange principle and Pontryagin maximum principle as tools for direct solving unstable optimal control problems and reducing to them unstable inverse problems.

Keywords: Optimal boundary control, Parabolic equation, Minimizing sequence, Dual regularization, Stability, Lagrange principle, Pontryagin maximum principle.

 Funding Agency Grant Number Russian Foundation for Basic Research 15-47-02294 Ministry of Education and Science of the Russian Federation 172702.B.49.21.0003 This work was supported by the Russian Foundation for Basic Research (project no. 15–47–02294– r−povolzh’e−a), by the Ministry of Education and Science of the Russian Federation within the framework of project part of state tasks in 2014–2016 (code no. 1727) and by the grant within the agreement of August 27, 2013 No. 02.B.49.21.0003 between the Ministry of Education and Science of the Russian Federation and Lobachevskii State University of Nizhnii Novgorod.

DOI: https://doi.org/10.15826/umj.2016.2.008

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Citation: Mikhail I. Sumin, “Regularization of Pontryagin maximum principle in optimal control of distributed systems”, Ural Math. J., 2:2 (2016), 72–86

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\Bibitem{Sum16} \by Mikhail~I.~Sumin \paper Regularization of Pontryagin maximum principle in optimal control of distributed systems \jour Ural Math. J. \yr 2016 \vol 2 \issue 2 \pages 72--86 \mathnet{http://mi.mathnet.ru/umj22} \crossref{https://doi.org/10.15826/umj.2016.2.008} \zmath{https://zbmath.org/?q=an:1396.49015} \elib{https://elibrary.ru/item.asp?id=27447887} 

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This publication is cited in the following articles:
1. M. I. Sumin, “Regulyarizovannye printsip Lagranzha i printsip maksimuma Pontryagina v optimalnom upravlenii i obratnykh zadachakh”, Tr. IMM UrO RAN, 25, no. 1, 2019, 279–296
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