Duality in the problems of optimal control described by Darboux-type differential inclusions

Abstract

AbstractThis paper is devoted to the optimization of the Mayer problem with hyperbolic differential inclusions of the Darboux type and duality. We use the discrete approximation method to get sufficient conditions of optimality for the convex problem given by Darboux differential inclusions and the polyhedral problem for a hyperbolic differential inclusion with state constraint. We formulate the adjoint inclusions in the Euler-Lagrange inclusion and Hamiltonian forms. Then, we construct the dual problem to optimal control problem given by Darboux differential inclusions with state constraint and prove so-called duality results. Moreover, we show that each pair of primal and dual problem solutions satisfy duality relations and that the optimal values in the primal convex and dual concave problems are equal. Finally, we establish the dual problem to the polyhedral Darboux problem and provide an example to demonstrate the main constructions of our approach.