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Impulsive Control Problems Under Borel Measurability

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Optimal Impulsive Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 477))

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Abstract

In this chapter, the complexity of the dynamical control system in the optimal control problem under extension increases. Herein, it is not linear w.r.t. x and u but is still linear w.r.t. the impulsive control variable. Moreover, the matrix-multiplier for the impulsive control depends on the conventional control \(u(\cdot )\) given by Borel functions. The right-hand side of the dynamical system is assumed to be Borel w.r.t. u. The results of the first chapter are derived for this more general formulation. The concept of extension itself does not change so far, as the space of Borel measures yet suffices to describe all feasible trajectories. The chapter ends with seven exercises.

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Notes

  1. 1.

    That is, measurable w.r.t. the Lebesgue measure \(\ell \) generated by length and w.r.t. the Lebesgue–Stieltjes measure \(\mu \), which is the unique Lebesgue completion of the corresponding Borel measure.

  2. 2.

    While the first integral by ds is understood in the conventional Lebesgue sense, the second integral by the vector-valued Borel measure \(d\mu \) is understood in the sense of the Lebesgue–Stieltjes integral of the vector-valued Borel function G(u(s), s)w(s) by the Borel measure \(|\mu |\), where function \(w(\cdot )\) means the Radon–Nikodym derivative of \(\mu \) w.r.t. \(|\mu |\).

  3. 3.

    This case is analyzed in Chap. 6; see formula (6.4) and also Exercise 6.10.

  4. 4.

    Weak-* convergence in \(\mathrm{BV}(T;\mathbb {R}^n)\).

  5. 5.

    Note that (2.26) is a free right endpoint problem, and therefore, its extremals are normal.

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Correspondence to Dmitry Karamzin .

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Arutyunov, A., Karamzin, D., Lobo Pereira, F. (2019). Impulsive Control Problems Under Borel Measurability. In: Optimal Impulsive Control. Lecture Notes in Control and Information Sciences, vol 477. Springer, Cham. https://doi.org/10.1007/978-3-030-02260-0_2

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