Paper 3, Section II, J

Optimization and Control
Part II, 2012

A state variable x=(x1,x2)R2x=\left(x_{1}, x_{2}\right) \in \mathbb{R}^{2} is subject to dynamics

x˙1(t)=x2(t)x˙2(t)=u(t)\begin{aligned} &\dot{x}_{1}(t)=x_{2}(t) \\ &\dot{x}_{2}(t)=u(t) \end{aligned}

where u=u(t)u=u(t) is a scalar control variable constrained to the interval [1,1][-1,1]. Given an initial value x(0)=(x1,x2)x(0)=\left(x_{1}, x_{2}\right), let F(x1,x2)F\left(x_{1}, x_{2}\right) denote the minimal time required to bring the state to (0,0)(0,0). Prove that

maxu[1,1]{x2Fx1uFx21}=0\max _{u \in[-1,1]}\left\{-x_{2} \frac{\partial F}{\partial x_{1}}-u \frac{\partial F}{\partial x_{2}}-1\right\}=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)u(t) only takes the values 1 and 1-1, and that it makes at most one switch between them.

Show that u(t)=1,0t2u(t)=1,0 \leqslant t \leqslant 2 is optimal when x(0)=(2,2)x(0)=(2,-2).

Find the optimal control when x(0)=(7,2)x(0)=(7,-2).