Necessary Optimality Conditions for a Class of Impulsive and Switching Systems

[摘要] An optimal control problem for a class of hybrid impulsive and switching systems is considered. By defining switching times as part of extended state, we get thenecessary optimality conditions for this problem. It is shown that the adjoint variables satisfy certain jump conditions and the Hamiltonian are continuous at switching instants. In addition, necessary optimality conditions of Fréchet subdifferential form are presented in this paper.

[学科分类] 应用数学