Normality and gap phenomena in optimal unbounded control

Abstract

Optimal unbounded control problems with affine control dependence may fail to have minimizers in the class of absolutely continuous state trajectories. For this reason, extended impulsive versions – which cannot be of measure-theoretic type – have been investigated, in which the domain is enlarged to include discontinuous state trajectories of bounded variation, and for which existence of minimizers is guaranteed. It is of interest to know whether the passage from the original optimal control problem to its extension introduces an infimum gap. This paper provides sufficient conditions for the absence of an infimum gap based on normality of extremals. In certain cases, the normality conditions reduce to simple verifiable criteria, which improve on earlier, directly-derived sufficient conditions for no infimum gap.