A state variable x=(x1,x2)∈R2 is subject to dynamics
x˙1(t)=x2(t)x˙2(t)=u(t)
where u=u(t) is a scalar control variable constrained to the interval [−1,1]. Given an initial value x(0)=(x1,x2), let F(x1,x2) denote the minimal time required to bring the state to (0,0). Prove that
u∈[−1,1]max{−x2∂x1∂F−u∂x2∂F−1}=0
Explain how this equation figures in Pontryagin's maximum principle.
Use Pontryagin's maximum principle to show that, on an optimal trajectory, u(t) only takes the values 1 and −1, and that it makes at most one switch between them.
Show that u(t)=1,0⩽t⩽2 is optimal when x(0)=(2,−2).
Find the optimal control when x(0)=(7,−2).