


Vol 304, No 1 (2019)
- Year: 2019
- Articles: 22
- URL: https://journals.rcsi.science/0081-5438/issue/view/10772
Article
History of the Discovery of the Pontryagin Maximum Principle
Abstract
We briefly describe the history of the discovery of the Pontryagin maximum principle in optimal control theory in the mid-1950s by Academician L. S. Pontryagin in collaboration with his students—V. G. Boltyanskii and the author of the present paper—who were then young scientists at the Department of Differential Equations headed by Pontryagin at the Steklov Mathematical Institute.






Spectrum of the Second Variation
Abstract
Second variation of a smooth optimal control problem at a regular extremal is a symmetric Fredholm operator. We study the asymptotics of the spectrum of this operator and give an explicit expression for its determinant in terms of solutions of the Jacobi equation. In the case of the least action principle for the harmonic oscillator, we obtain the classical Euler identity Πn=1∞(1 − x2/(ρn)2) = sin x/x. The general case may serve as a rich source of new nice identities.



A Sub-Finsler Problem on the Cartan Group
Abstract
We study a sub-Finsler geometric problem on the free nilpotent group of rank 2 and step 3. Such a group is also called the Cartan group and has a natural structure of Carnot group, which we metrize by considering the l∞ norm on its first layer. We adopt the point of view of time-optimal control theory. We characterize extremal curves via the Pontryagin maximum principle. We describe abnormal and singular arcs and construct the bang-bang flow.



Kantorovich’s Fixed Point Theorem in Metric Spaces and Coincidence Points
Abstract
Existence and uniqueness theorems are obtained for a fixed point of a mapping from a complete metric space to itself. These theorems generalize the theorems of L. V. Kantorovich for smooth mappings of Banach spaces. The results are extended to the coincidence points of both ordinary and set-valued mappings acting in metric spaces.



Optimal Policies in the Dasgupta—Heal—Solow—Stiglitz Model under Nonconstant Returns to Scale
Abstract
The paper offers a complete mathematically rigorous analysis of the welfare-maximizing capital investment and resource depletion policies in the Dasgupta—Heal—Solow—Stiglitz model with capital depreciation and any returns to scale. We establish a general existence result and show that an optimal admissible policy may not exist if the output elasticity of the resource equals one. We characterize the optimal policies by applying an appropriate version of the Pontryagin maximum principle for infinite-horizon optimal control problems. We also discuss general methodological pitfalls arising in infinite-horizon optimal control problems for economic growth models, which are not paid due attention in the economic literature so that the results presented there often seem not to be rigorously justified. We finish the paper with an economic interpretation and a discussion of the welfare-maximizing policies.



Estimate for the Accuracy of a Backward Procedure for the Hamilton—Jacobi Equation in an Infinite-Horizon Optimal Control Problem
Abstract
We consider an infinite-horizon optimal control problem with an integral objective functional containing a discount factor in the integrand. A specific feature of the problem is the assumption that the integrand may be unbounded. The main result of the paper is an estimate of the approximation accuracy in a backward procedure for solving the Hamilton-Jacobi equation corresponding to the optimal control problem.



Regularized Extragradient Method of Finding a Solution to an Optimal Control Problem with Inaccurately Specified Input Data
Abstract
We consider an optimal control problem described by a system of linear ordinary differential equations with boundary conditions of general form defined by inequality-type constraints in the case when the input data are inaccurately specified. In general, such problems are unstable with respect to perturbations of the input data and require the development of special stable solution methods. In this paper we propose a regularized variant of the extragradient method, study its convergence, and construct a regularizing operator.



Hermitian Metric and the Infinite Dihedral Group
Abstract
For a tuple A = (A1,A2,…, An) of elements in a unital Banach algebra B, the associated multiparameter pencil is A(z) = z1A1 + z2A2 + … + znAn. The projective spectrum P(A) is the collection of z ∈ ℂn such that A(z) is not invertible. Using the fundamental form ΩA = −ωA* ∧ ωA, where ωA(z) = A−1(z) dA(z) is the Maurer–Cartan form, R. Douglas and the second author defined and studied a natural Hermitian metric on the resolvent set Pc(A) = ℂn \ P(A). This paper examines that metric in the case of the infinite dihedral group, D∞ = <a, t | a2 = t2 = 1>, with respect to the left regular representation λ. For the non-homogeneous pencil R(z) = I + z1λ(a) + z2λ(t), we explicitly compute the metric on Pc(R) and show that the completion of Pc(R) under the metric is ℂ2 \ {(±1, 0), (0, ±1)}, which rediscovers the classical spectra σ(λ(a)) = σ(λ(t)) = {± 1}. This paper is a follow-up of the papers by R. G. Douglas and R. Yang (2018) and R. Grigorchuk and R. Yang (2017).



On Structural Stability of Characteristic Nets and the Cauchy Problem for a Tricomi—Cibrario Type Equation
Abstract
For a generic second-order linear partial differential equation on the plane, we discuss the problem of nonlocal normal forms and invariants of the family of its characteristics, as well as the current state of the corresponding theory. As an example of potential applications of this theory, we solve a special Cauchy problem for a mixed-type equation.



Fractal Theory of Saturn’s Ring. II: Electromagnetic Phenomena
Abstract
This article is a continuation of the author’s previous paper of 2015. It deals with electromagnetic phenomena in a model of a flat two-dimensional ring with a given law of differential rotation. The reasons of high electromagnetic activity in Saturn's ring are discussed. In parallel with the discussion, it is shown that similar reasons can clarify other processes such as the charging of thunderclouds. New aspects in the theory of magnetic fields of planets are also proposed.



On a Mathematical Model of Biological Self-Organization
Abstract
A system of two generalized Hutchinson’s equations coupled by linear diffusion terms is considered. It is established that for an appropriate choice of parameters, the system has a stable relaxation cycle whose components turn into each other under a certain phase shift. A number of additional properties of this cycle are presented that allow one to interpret it as a self-organization mode.



Criteria for Convexity of Closed Sets in Banach Spaces
Abstract
Criteria for the convexity of closed sets in general Banach spaces in terms of the Clarke and Bouligand tangent cones are proved. In the case of uniformly convex spaces, these convexity criteria are stated in terms of proximal normal cones. These criteria are used to derive sufficient conditions for the convexity of the images of convex sets under nonlinear mappings and multifunctions.



Stable Functionals of Neutral-Type Dynamical Systems
Abstract
We consider a controlled dynamical system under conditions of disturbances. Its motion is described by functional differential equations of neutral type in the form of J. Hale. A functional of the motion history is said to be stable with respect to this system if there exists a control strategy that guarantees the monotonicity of this functional for any disturbances. We study various nonlocal and infinitesimal conditions for the stability of functionals.



Tracking the Solution of a Nonlinear System with Partly Measured Coordinates of the State Vector
Abstract
The problem of tracking a solution of a nonlinear system of ordinary differential equations is considered in the case of inaccurate measurement of some of the phase coordinates. A noise-immune solution algorithm for this system is proposed that is based on a combination of constructs from dynamic inversion and guaranteed control theories. The algorithm consists of two blocks: a block of dynamical reconstruction of unmeasured coordinates and a feedback control block.



Singular Sets of Extremal Controls in Optimal Control Problems
Abstract
Some optimal control problems are considered with an integral functional (to be minimized), fixed motion time of the controlled object, and free right endpoint. In these problems, the set of degeneracy points of the Pontryagin maximum principle (singular set) for the extremal control is studied. For a wide class of linear control systems, sufficient conditions are obtained under which the singular set is either empty or consists of a finite set of points. In addition, an example of a control system is constructed in which the singular set has a very general form.



Pontryagin’s Direct Method for Optimization Problems with Differential Inclusion
Abstract
We develop Pontryagin’s direct variational method, which allows us to obtain necessary conditions in the Mayer extremal problem on a fixed interval under constraints on the trajectories given by a differential inclusion with generally unbounded right-hand side. The established necessary optimality conditions contain the Euler—Lagrange differential inclusion. The results are proved under maximally weak conditions, and very strong statements compared with the known ones are obtained; moreover, admissible velocity sets may be unbounded and nonconvex under a general hypothesis that the right-hand side of the differential inclusion is pseudo-Lipschitz. In the statements, we refine conditions on the Euler—Lagrange differential inclusion, in which neither the Clarke normal cone nor the limiting normal cone is used, as is common in the works of other authors. We also give an example demonstrating the efficiency of the results obtained.



On Applications of the Hamilton—Jacobi Equations and Optimal Control Theory to Problems of Chemotherapy of Malignant Tumors
Abstract
A chemotherapy model for a malignant tumor is considered, and the optimal control (therapy) problem of minimizing the number of tumor cells at a fixed final instant is investigated. In this problem, the value function is calculated, which assigns the value (the optimal achievable result) to each initial state. An optimal feedback (optimal synthesis) is constructed, using which for any initial state ensures the achievement of the corresponding optimal result. The proposed constructions are based on the method of Cauchy characteristics, the Pontryagin maximum principle, and the theory of generalized (minimax/viscosity) solutions of the Hamilton-Jacobi-Bellman equation describing the value function.



An Addition to the Definition of a Stable Bridge and an Approximating System of Sets in Differential Games
Abstract
We present some modifications of the definitions of a u-stable bridge and of an approximating system of sets in a game problem of approach at a fixed instant of time. These modifications are aimed at developing and substantiating algorithms for approximate construction of solutions in approach game problems.



On a Third-Order Singular Arc of Optimal Control in a Minimization Problem for a Mathematical Model of Psoriasis Treatment
Abstract
We consider a mathematical model of psoriasis treatment on a given time interval. The model consists of three nonlinear differential equations that describe the relationship between the concentrations of T-lymphocytes, keratinocytes, and dendritic cells. The model also includes a bounded control defining the drug dose to suppress the interaction between T-lymphocytes and keratinocytes. For this model, we state the problem of minimizing the concentration of keratinocytes at the end point of a given time interval. The analysis of this optimal control problem is based on the Pontryagin maximum principle. For certain relations between the parameters of the model, we use this principle to study possible existence of a third-order singular arc of the optimal control. Namely, we verify the corresponding necessary optimality condition and derive formulas for the optimal solutions of the differential equations on this arc. Finally, we study the connection of the control on such an arc with nonsingular bang–bang arcs of the optimal control.



The Programmed Iteration Method in a Game Problem of Realizing Trajectories in a Function Set
Abstract
We consider a differential game in which one of the players tries to keep a trajectory within a given set of vector functions on a finite time interval; the goal of the second player is opposite. To construct the set of successful solvability in this problem, which is defined by the functional target set, we apply the programmed iteration method. The essence of the method lies in a universal game problem of programmed control that depends on parameters characterizing the constraints on the initial fragments of trajectories. As admissible control procedures, we use multivalued quasistrategies (regarding a conflict-controlled system, it is assumed that the conditions of generalized uniqueness and uniform boundedness of programmed motions are satisfied).



In Memory of Evgenii Alekseevich Volkov


