Calculus of Variations and Geometric Measure Theory

Incontri di Analisi Matematica tra Firenze, Pisa e Siena

Hamiltonian approach to sufficient optimality conditions

Francesca Carlotta Chittaro

created by paolini on 16 May 2021
modified on 31 May 2021

4 jun 2021 -- 14:30   [open in google calendar]

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Abstract.

The celebrated Pontryagin Maximum Principle (PMP) provides a (first order) necessary condition for the optimality of trajectories of optimal control problems. In most cases, however, a trajectory satisfying PMP is not optimal. For these reasons, additional optimality conditions are required. In this context, Hamiltonian methods are quite effective in establishing sufficient optimality conditions. In this talk, after a brief review of the main ideas of the general method, we will focus on optimal control problems associated with control-affine dynamics and costs of the form \[ \int_0^T
u(t)\varphi(x(t))
dt. \]

These kind of cost are very common in problems modeling neurobiology, mechanics and fuel-consumption.

This is a joint work with L. Poggiolini (DIMAI)