OF (Sy Q(8). U(S))]
3Q de
(1.9.66)
xM(P, 8) dP
Changing the order of integration in expression (1.9.54) for the
function IT (S, U), we can easily see that the function IT (S, U) can be
written as
am {F(P, Q(P), U(P)) aP
1(S, U) = -—4-—_4, ———- F (8, Q(8), U) + alsleh
+INPKE, S, Q(S), U)AP.
3
Rearranging the second term in (1.9.54) gives
ao (eer. Q(P), U(P) aP) (
oz D
* [KP P’, Q(P’), U)—
Me, R)K(R, P’, Q(P’), uy aR |aP =
aF (P.Q(P),U(P))
0Q
5
an (jx (P, Q(P), U(P))dP)
(= (P, Q(P), UP),
oz 3 0Q
XK(P, P',Q(P), ur {[f OEP. GP) IPI).
D
xM(P, R)dP]K(R, P’, Q(P"), U) dR} =
a ({ K(P, Q(P), U(P)) dP)
»
Oz
— (ee. ta YP) mp, R)aP| x
db
[ee Q(R), UR) __
aQ
b
x K(R, P’, Q(P), U) dP = VN (RYK(R, P’, Q(P)), U)AR.
bd1, GENERAL THEORY 105
Let us show that the function N (S) defined by Eq. (1.9.66) must
satisfy an integral equation that is analogous to Eq. (1.6.27).
Let us multiply both parts of the first of Eqs. (1.9.53) by
SEP gD and let us integrate over the region D with respect to
the variable P, changing the order of integration in the right-hand
side:
OF (P, 5
P. QP) UPD cp, 9) ap +
OF (P_Q(P), U(PY) AK (P, S, Q(S), U(S) yp —
+ 5 ag aQ ee
at OF (P, Q(P), U(P)) OK(R, S, Q(S), U(S))
= MM OE EY MP, RyaP] KES 28. US) gp,
Let us transfer the second term from the left-hand side of the
latter equation to the right-hand side and let us represent the dif-
ference of the integrals as an integral of the difference. After this
OF(S, Q(S), U(S)) ,
4Q
we add and subtract the quantity in the left-hand side
of the obtained equation and then multiply both sides of this equa-
ao (Jr(r, QP), uipydP)
tion by ——7z0 In the end we obtain
a0 ({ F(P, Q(P), U(P))dP)
B
(OF (P, Q(P), UP)
% [\ ogee
AF (S, Q(S), U(S))
xM(P, 8) dP —SE Co) UCN) 5.
a@ (J F(P, Q(P), U(P) aP)
aD OF (S, Q(S), U(S)) _ (1.9.68)
es ee ee
an (f F(P, Q(P), U(P)) dP)
D
OF (P, Q(P), U(P))
a [\ ano eeae
— GFP, Q(P), UP) OK (Ry S, Q(S), U(S))
xM (P, R)dP 46 ] AES ES) US) ap,
Now, using the definition (1.9.66) of the function N (S), Eq. (1.9.68)
can be rewritten in the form106 DISTRIBUTED CONTROL SYSTEMS
aw ({ K(P, Q(P), U(P)) dP)
p OF (S, Q(S), US)
N (+ 2, 2 GS). US)
OK (R, S, Q(S), U(S)
=SvR) K(R, Fie (S) gp,
B
(1.9.69)
and this coincides exactly with integral equation (1.6.27) if itis
written for the problem under discussion.
Thus the theorem can be restated in the following manner,
Theorem 4: Suppose that U = U (S), U Go, S EDis anadmissible
control such that because of Eq. (1.9.47) the function N (S) satis-
Sies integral equation (1.9.69).
Then for the optimality of the control U = U (S) it is necessary
that for almost all fixed values of the argument S &D the function
am ({ F(P, Q(P), U(P)) dP)
oe ne es a'e.70)
+ (N(P)KIP, S, Q(S), U) dS
a
of the variable U & o attains a maximum.
It is easy to see that the problem discussed in the beginning of
this section is a special case of the problem just discussed. This
special case occurs when the function K (P, S, U), which appears in
(1.9.1), is independent of the variable Q. In this case the unique
matrix function satisfying Eq. (1.9.53) will be the function
M(P,R)=0 forany PED, RED,
Applying Theorem 4 formulated above we obtain the result that
for almost all fixed values of the argument R the function I (R, u),
as defined by Eq, (1.9.10), attains a maximum with respect to the
variable U Go,
We shall now show how to apply Theorem 4 to derive the con-
ditions of the maximum principle for ordinary differential equations
with free right end.
The statement of the problem of optimal control is as follows.
It is required to find the minimum of the functional1, GENERAL THEORY 107
J(q, a) =(F9(q, uw) dt
he
subject to the following conditions:
a) q (f)and u (f)are related by the set of equations
4 7(q, us (1.9.71)
b) 9 (t) = 90, Where q is a fixed vector from E,;
c) the values of u (f)belong to some fixed set D C E,;
d) to be specific, we discuss the problem with fixed time; i.e.,
we assume that /, and ft, are given.
We assume that f (9, u) is a vector function that is continuously
differentiable with respect to q and continuous with respect to uw.
F°(q,u) is continuously differentiable with respect to both vari-
ables, Let us initially prove the following lemma,
Lemma: Suppose that the matrix functions \ (t, t) and v (t,t), t and
1 & It), t] are connected by the relationship (see Eq, (1.9.53)):
*
a, D+v, 0) =(nl, ©, 0) dd.
If the function v (t, x) is defined by the equation
{v for 4 >t>t> to;
YEO= 10 for St >ldb,
(1.9.72)
where (1) is square integrable on [t,,t,], then forty >t>t >t
the function'y (t, t) satisfies the equation
t
w(t, +96) = Nae 0) d05(t) (1.9.73)
and for t,>t>t>t
nd, =0. (1.9.74)108 DISTRIBUTED CONTROL SYSTEMS
Proof, Let us examine the case when /¢, > ?f=>t->f,. Then obvi-
ously the function p (f, t) must satisfy the equation
4
1G) +9) =ln(4,0)d09(0).
Let us now discuss the case when /, > t >?¢ > f,. We obtain
nt, 1) =\ (nl, 8) a0. (1.9.75)
For each fixed ¢ this equation is the Volterra integral equation.
By virtue of the assumption of square integrability of the function
¥ (t) on [f,, 4], and consequently the uniqueness of the solution of
Eq. (1.9.75), we obtain
#1) =0forr4>t>tah. (1.9.76)
Now we shall proceed to the derivation of the conditions of maxi-
mum for problem (1.9.71) with free right end.
The region D represents a segment [f,,¢,] and the points P and
S we denote by f and t, respectively.
We shall rewrite the differential equation (1.9.71) inthe form of
an integral equation, assuming for simplicity zero initial condi-
tions, f(/,) = 0. We obtain
4
qM= (KU T(t), u(t) dt, oth, (1.9.77)
i
where
Kit -{oe for 4 >t>t> bo;
tm Oe tons. esn
The function ® (z) in this problem is identically equal to z,, and
z, must be equal to the quantity
2 =(Fo(q (x), u(n)ar.1. GENERAL THEORY 109
&
Therefore °@@ — (i-0,..., 0) and
FO
0
oe
o|
where F° (g, u) is a scalar function. The function I (S, U) defined by
Eq. (1.9.70) has the form
ty
T(t, u) = — F° (q(t), u) + \weke, t,q(t),u)dt, (1.9.78)
where the vector function N (t) by virtue of (1.9.69) satisfies the
equation
4
N+ Pao, 2) = \w (2) gO, 8) ge, (1.9.79)
Hence, taking into consideration Eq, (1.9.77), we obtain
4
T1@, w) = —F°(q(t), uw) +\N (t)dt/(q(), 4),
or
Né@wy=-P@d.4 +vOfa,y, (1.9.80)
where
t
w(t) =)\¥ eae. (1.9.81)
It now remains only to show that the vector function» (/) satis-
fies almost everywhere on the segment [f,, f,] the differential equa-
tion
bay 2h -% (1.9.82)110 DISTRIBUTED CONTROL SYSTEMS
with the terminal condition yp (f,) = 0. The last condition obviously
can be obtained from (1.9.81).
Let us now calculate the derivative function (f)using formula
(1.9.81):
pO= VO. (1.9.83)
On the other hand, from Eq. (1.9.79) according to (1.9.77) we
can obtain
t
N+ 28a, wl) =\n@ar 20-20) 4.9.84)
;
Substituting into this equation the expression for N (f) accord-
ing to Eq. (1.9.83) and using Eq. (1.9.81) we arrive at Eq. (1.9.82).
Thus the maximum principle for problem (1.9.71) with the free
right end of the trajectory is fully proven, Analogously we can dis-
cuss the case when the right end of the trajectory is either com-
pletely or partially fixed or satisfies supplementary constraints
(e.g., it lies on a certain surface inthe phase space). However, for
this it is generally necessary to apply stronger theorems, €.g., the
first theorem of Section 1.6 of this chapter.
Let us now discuss the problem of the time optimal heating of a
plate (1.9.17)-(1.9.20). With the aid of control concentrated on the
boundary, it is required to obtain the given temperature distribu-
tion exactly or with specified accuracy in the minimum time [22].
Reference [46] presents a detailed investigation of this practical
problem. In particular, the following theorem is valid.
Theorem 5: Suppose there exists an admissible control u (t)(\u |< l)
such that the distribution Q (x, t), which corresponds to it by virtue
of the set (1.9.17)-(1.9.20), lies in the e-neighborhood of the given
distribution Q (x) S Ly (0, 1), tes
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