Global search in a noncovex optimal control problem

Authors:
A. S. Strekalovsky;M. V. Yanulevich
Affiliations:
Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, Irkutsk, Russia 664033;Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, Irkutsk, Russia 664033
Venue:
Journal of Computer and Systems Sciences International
Year:
2013

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Abstract

A nonconvex optimal control problem with the Bolza objective functional is considered. The objective functional is specified by functions represented by the difference of two convex functions (Alexandrov functions). New necessary and sufficient global optimality conditions for minimizing sequences of controls are proved. These conditions provide the basis for a theoretical method for finding global optimal controls; the global convergence of this method is proved.