Non-degenerate necessary conditions for non-convex differential inclusions - Université de Bretagne Occidentale
Article Dans Une Revue Journal of Mathematical Analysis and Applications Année : 2024

Non-degenerate necessary conditions for non-convex differential inclusions

Résumé

This paper concerns dynamic optimization problems with pathwise state constraints, in which the dynamics are formulated as a differential inclusion. First order necessary conditions of optimality are available for these problems. Foremost among these conditions is the Euler Lagrange inclusion (combined with a transversality and Weierstrass conditions), which improves on earlier conditions such as Clarke's Hamiltonian inclusion. The most recent version of the Euler Lagrange inclusion (which we call the standard Euler Lagrange condition) has been validated under unrestrictive conditions, which allow the velocity sets of the differential inclusion to be non-convex. If the initial state is fixed and located in the boundary of the state constraint set then the Euler Lagrange inclusion conveys no information about minimizers. This is the degeneracy phenomenon for state constrained dynamic optimization. The non-degenerate necessary conditions literature provides additional conditions, to supplement the standard necessary conditions. These typically identify some properties of the boundary values of the maximized Hamiltonian which ensure non-triviality of the necessary conditions, under a simple controllability hypothesis. Non-degenerate conditions, incorporating the Euler Lagrange inclusion are currently available only under the hypothesis that the velocity sets are convex. Using new perturbation techniques, we derive a non-degenerate Euler Lagrange condition that is valid for non-convex velocity sets. These conditions bring into line non-degenerate optimality conditions for differential inclusion problems with those for problems involving controlled differential equations which have previously been validated for non-convex velocity sets.
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Dates et versions

hal-04739888 , version 1 (16-10-2024)

Identifiants

Citer

Piernicola Bettiol, Richard Vinter. Non-degenerate necessary conditions for non-convex differential inclusions. Journal of Mathematical Analysis and Applications, 2024, 540 (2), pp.128587. ⟨10.1016/j.jmaa.2024.128587⟩. ⟨hal-04739888⟩
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