Paper 4, Section II, I

Optimization and Control | Part II, 2009

Explain how transversality conditions can be helpful when employing Pontryagin's Maximum Principle to solve an optimal control problem.

A particle in R2\mathbb{R}^{2} starts at (0,0.5)(0,0.5) and follows the dynamics

x˙=uy,y˙=vy,t[0,T],\dot{x}=u \sqrt{|y|}, \quad \dot{y}=v \sqrt{|y|}, \quad t \in[0, T],

where controls u(t)u(t) and v(t)v(t) are to be chosen subject to u2(t)+v2(t)=1u^{2}(t)+v^{2}(t)=1.

Using Pontryagin's maximum principle do the following:

(a) Find controls that minimize y(1)-y(1);

(b) Suppose we wish to choose TT and the controls u,vu, v to minimize y(T)+T-y(T)+T under a constraint (x(T),y(T))=(1,1)(x(T), y(T))=(1,1). By expressing both dy/dxd y / d x and d2y/dx2d^{2} y / d x^{2} in terms of the adjoint variables, show that on an optimal trajectory,

1+(dydx)2+2yd2ydx2=01+\left(\frac{d y}{d x}\right)^{2}+2 y \frac{d^{2} y}{d x^{2}}=0

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