В.М. Тихомиров - Вариационное исчисление и оптимальное управление (1156154), страница 5
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®£« á® ¯à¨æ¨¯ã ¬ ªá¨¬ã¬ DZ®âà ©¤¥âáïªãá®ç®-¥¯à¥à뢮 ¤¨ää¥à¥æ¨à㥬 ï äãªæ¨ïA(t)h_ (t), t ≤ τ ;p(·) =t ≥ τ.0,DZ®áª®«ìªã h_ (τ + 0) = 0, â® ¨§ ¥¯à¥à뢮á⨠p(·) ¯®«ãç ¥¬ h_ (τ ) = 0; ®h(τ ) = 0 ¯® ¯à¥¤¯®«®¥¨î, § ç¨â, ¯® ⥮६¥ ¥¤¨á⢥®á⨠à¥è¥¨ï § ¤ ç¨ ®è¨ h(t) ≡ 0, çâ® ¯à®â¨¢®à¥ç¨â ãá«®¢¨î h_ (0) = bh_ (0) = 1.®¯ã饨¥ ® áãé¥á⢮¢ ¨¨ ᮯà葉© â®çª¨ ¯à¨¢¥«® ª ¯à®â¨¢®à¥⊓⊔ç¨î.2.3.¥®à¨ï ¯®«ï ¢ ¯à®á⥩襩 § ¤ ç¥ ¨ ãà ¢¥¨¥ ¬¨«ìâ® -ª®¡¨.¤¥áì ¬ë ¢ ç á⮬ á«ãç ¥ { ¯p®á⥩襩 § ¤ ç¨ ¢ ਠ樮®£® ¨áç¨á«¥¨ï { ®¡á㤠¥¬ ¥éñ ®¤¨ ¢ ë© ¯à¨æ¨¯ ⥮ਨ íªáâ६㬠|¯à¨æ¨¯ £«®¡ «ì®£® áïâ¨ï ®£à ¨ç¥¨©, ¯®áâà®¥ë© ®á®¢¥ ¢®§¬ã饨ï íªáâ६ «ìëå § ¤ ç. O ¯p¨¢®¤¨â ª ¯®áâ஥¨î ¯®«¥© íªáâ६ «¥©.b(t) ∈ C 2 ([t0 ; t1 ℄)¥¬¬ (® ¯®«¥ íªáâ६ «¥©).
DZãáâì ¢ § ¤ ç¥ (P2 ) x3ï¥âáï íªáâ६ «ìî, ¨â¥£à â L ¯à¨ ¤«¥¨â ª« ááã C (V ),£¤¥V| ¥ª®â®à ï ®ªà¥áâ®áâì ¬®¥á⢠bx(·)= {(t, xb(t), xb(t)), t ∈ [t0 ; t1 ℄}.26DZãáâì â ª¥ ¢ë¯®«¥ë ãᨫ¥ë¥ ãá«®¢¨ ¥ ¤à ¨ ª®¡¨ (â. ¥.b x_ x_ (t) > 0 [t0 ; t1 ℄) ¨ (t0 ; t1 ℄ ¥â â®ç¥ª, ᮯàï¥ëå á t0 ). ®Lb(·) ¬®® ®ªàã¨âì ¯®«¥¬ íªáâ६ «¥©, â® ¥áâì áãé¥áâ¢ãî⣤ xᥬ¥©á⢮ íªáâ६ «¥© {x(·, λ)}|λ|≤δ ¨ ®ªà¥áâ®áâì U £à 䨪 Gbx(·)= {(t, xb(t), t ∈ [t0 ; t1 ℄}(τ, ξ ) ¨§ Ux(τ, λ) = ξ .â ª¨¥, çâ® ¤«ï «î¡®© â®çª¨λ(τ, ξ ), |λ| ≤ δ,â ª®¥ çâ®®ª § ⥫ìá⢮. ©¤¥âáï ¥¤¨á⢥®¥=λ ᯨ襬 ãà ¢¥¨¥ ©«¥à −dLx_ + Lxdt=0¢ à §¢¥àã⮩ ä®à¬¥:Lx_ x_ (t, x, x_ )x + Lxx_ (t, x, x_ )x_ + Lxt_ (t, x, x_ ) − Lx (t, x, x_ ) = 0.(i) ᨫ㠥¯à¥à뢮á⨠Lx_ x_ ¨ ãᨫ¥®£® ãá«®¢¨ï ¥ ¤à ©¤¥âáïâ ª ï ®ªà¥áâ®áâì U1 ∈ IR3 , çâ® ∀(t, x, x_ ) ∈ U1 Lx_ x_ (t, x, x_ ) > 0, ¨ § ç¨â, ¢U1 ãà ¢¥¨¥ ©«¥à à ¢®á¨«ì® á¨á⥬¥, à §à¥è¥®© ®â®á¨â¥«ì®¯à®¨§¢®¤ëå:x_ = y, y_ = (t, x, y ),£¤¥ ¢ ᨫã (i)(t, x, y) = L−x_ x_1 (t, x, y)(Lx (t, x, y) − Lyt (t, x, y) − Lxy (t, x, y)y ). ᨫã ⥮६ ¨§ ªãàá ¤¨ää¥à¥æ¨ «ìëå ãà ¢¥¨© (® áãé¥á⢮¢ ¨¨, ¥¤¨á⢥®áâ¨, ® ¯à®¤®«¥¨¨ à¥è¥¨ï, ® ¥¯à¥à뢮© § ¢¨á¨¬®á⨠®â ç «ìëå ãá«®¢¨©) áãé¥áâ¢ãîâ ε > 0 ¨ δ > 0 â ª¨¥, çâ®: ) à¥è¥¨¥ xb(·) ¯à®¤®« ¥âáï ®â१®ª [t0 − ε; t1 + ε℄;¡) à¥è¥¨¥ x(·, λ) § ¤ ç¨ ®è¨x_ = yy_= (t, x, y)nb(t0 − ε), y (t0 − ε) = xb_ (t0 − ε) + λx(t0 − ε) = x£¤¥ |λ| < δ, áãé¥áâ¢ã¥â ¨ ¥¤¨á⢥® [t0 − ε; t1 + ε℄;¢) äãªæ¨ï (t, λ) 7→ x(t, λ) ¥¯à¥à뢮 ¤¨ää¥à¥æ¨à㥬 ¨(t,λ) = hb (t), £¤¥ bh(·) | à¥è¥¨¥ ãà ¢¥¨ï ¢ ¢ ਠæ¨ïå£) ∂x∂λ272.
DZx_ = y,y_= b x (t)y⇐⇒ −d(A(t)x_ ) + B (t)x = 0,dth(t0 − ε) = 0, h_ (t0 − ε) = 1.(ii) ᨫã â¥®à¥¬ë ® ¥¯à¥à뢮© § ¢¨á¨¬®á⨠à¥è¥¨ï ®â ç «ìëåãá«®¢¨© ¨ ãᨫ¥®£® ãá«®¢¨ï ª®¡¨ ε > 0 ¬®® ¢§ïâì áâ®«ì ¬ «ë¬,çâ® hb (t) 6= 0 ¯à¨ ¢á¥å t ∈ [t0 ; t1 ℄. DZਬ¥ïï ⥮६㠮¡ ®¡à ⮩ äãªæ¨¨ ª ®â®¡à ¥¨î (t, λ) = (t, x(t, λ)) ¢ ¥ª®â®à®© â®çª¥ θ ∈ [t0 ; t1 ℄¡ã¤¥¬ ¨¬¥âì: ′ (θ, 0) = x_ (θ,1 0) x (0θ, 0) = xb_ (1θ) hb (0θ) 6= 0.λ ç¨â, áãé¥áâ¢ã¥â ®ªà¥áâ®áâì â®çª¨ (θ, 0) â ª ï, çâ® ¤«ï «î¡ëå (τ, ξ )¢ í⮩ ®ªà¥áâ®á⨠áãé¥áâ¢ã¥â ¥¤¨á⢥®¥ λ = λ(τ, ξ ) â ª®¥, çâ®(τ, λ(τ, ξ )) = (τ, ξ ) ⇐⇒ x(τ, λ(τ, ξ )) = ξ.롨à ï ¨§ ¯®«ã祮£® ®âªàë⮣® ¯®ªàëâ¨ï £à 䨪 Gx_ (·) ª®¥ç®¥¯®¤¯®ªàë⨥, ¯à¨å®¤¨¬ ª § ª«î票î ⥮६ë.¥®à¥¬ 2b (ãà ¢¥¨¥ ¬¨«ìâ® { ª®¡¨).
DZãáâì ¢ ãá«®¢¨ïå «¥¬¬ë ® ¯®«¥ íªáâ६ «¥© {x(·, λ)}|λ|<δ | ¯®«¥ íªáâ६ «¥©, ¨ ¯®ªàë¢ î饥 ®¡« áâìU, S (τ, ξ ) =®£¤ äãªæ¨ïSZτt0 −壤¥∂S (τ, ξ )+ H τ, ξ,∂ξ=0(ii)H(τ, ξ, p) = −L(τ, ξ, x_ (τ, λ(τ, ξ ))) + p · u(τ, ξ ))),u(τ, ξ ) = x_ (τ, λ(τ, ξ ))®ª § ⥫ìá⢮.ç ¥¬∂S (τ, ξ )∂τ(i)㤮¢«¥â¢®àï¥â ãà ¢¥¨î∂S (τ, ξ )∂τ£¤¥L(t, x(t, λ(τ, ξ )), x_ (t, λ(τ, ξ )))dt.äãªæ¨î ª«® ¯®«ï{x(·, λ)}.¨ää¥à¥æ¨àãï ¨â¥£à « (i) ¯® ¯ à ¬¥âàã τ , ¯®«ã-=L (τ, ξ, u(τ, ξ )) +Zτt0 −εLx (t, x(t, λ(τ, ξ )), u(τ, ξ )) · xλ (t, λ(τ, ξ ))λτ (τ, ξ )+Lx_ (t, x(t, λ(τ, ξ )), u(τ, ξ )) · xλ (t, λ(τ, ξ ))λτ (τ, ξ ) dt28⥣à¨àãï ¢â®à®¥ á« £ ¥¬®¥ ¢ ¨â¥£à «¥ ¯® ç áâï¬ á ãç¥â®¬ (iii) ¨¨á¯®«ì§ãï â®, çâ® x(·, λ) ¥áâì íªáâ६ «ì, ¨¬¥¥¬ ¤ «¥¥∂S (τ, ξ )τ=τL (τ, ξ, u(τ, ξ ))+ Lx_ (t, x(t, λ(τ, ξ )), u(τ, ξ )) ·xλ (t, λ(τ, ξ ))λτ (τ, ξ ) t0 −ε(iv)DZ®áª®«ìªã ¯® ãá«®¢¨î x(t0 − ε, λ) ≡ xb(t0 − ε), â® xλ (t0 − ε, λ(τ, ξ )) = 0;¯à®¤¨ää¥à¥æ¨à®¢ ¢ ãà ¢¥¨¥ x(τ, λ(τ, ξ )) = ξ ¯® τ , ¯®«ãç ¥¬u(τ, ξ ) = x_ (τ, λ(τ, ξ )) + xλ (τ, λ(τ, ξ ))λτ (τ, ξ ) = 0.(v)DZ®¤áâ ¢«ïï (v) ¢ (iv) ¨ ãç¨âë¢ ï, çâ® x(τ, λ(τ, ξ )) = ξ , ¯®«ãç ¥¬∂S (τ, ξ )τ= L(τ, ξ, u(τ, ξ )) − Lx_ (τ, ξ, u(τ, ξ ))u(τ, ξ ). «®£¨ç® (¯à®¤¥« ©â¥ íâ® á ¬¨) ¤®ª §ë¢ ¥âáï, çâ®∂S (τ, ξ )∂ξ= Lx_ (τ, ξ, u(τ, ξ ));®âáî¤ ¨ ¨§ ¢ëà ¥¨ï ¤«ï H ¯®«ãç ¥¬ âॡ㥬®¥.2.4.⊓⊔®áâ â®çë¥ ãá«®¢¨ï ¢â®à®£® ¯®à浪 ¢ ¯à®á⥩襩§ ¤ ç¥.2 (¤®áâ â®çë¥ ãá«®¢¨ï ᨫ쮣® ¬¨¨¬ã¬ ).
DZãáâì ¢ § ¤ (P2 ) ¨â¥£à â âà¨¤ë ¥¯à¥à뢮 ¤¨ää¥à¥æ¨à㥬 ¨ ª¢ §¨à¥£ã2«ïॠ¢ ®ªà¥áâ®á⨠£à 䨪 bx(·) ¤¢ ¤ë ¥¯à¥à뢮 ¤¨ää¥à¥æ¨b(·). ®£¤ ¥á«¨ í⮩ íªáâ६ «¨ ¢ë¯®«¥ëà㥬®© íªáâ६ «¨ x¥®à¥¬ ç¥ãᨫ¥ë¥ ãá«®¢¨ï ¥ ¤à ¨ ª®¡¨, â® íâ íªáâ६ «ì ¤®áâ ¢«ï¥â ᨫìë© ¬¨¨¬ã¬ § ¤ ç¥(P2 ).®ª § ⥫ìá⢮.
¥©á⢨⥫ì®,¨âì íªáâ६ «ì xb(·) æ¥âà «ìë¬ãá«®¢¨ï â¥®à¥¬ë ¯®§¢®«ïîâ ®ªà㯮«¥¬ íªáâ६ «¥© x(·, λ), ¯®ªàë¢ î騬 ¥ª®â®àãî ®¤®á¢ï§ãî ®ªà¥áâ®áâì £à 䨪 {(t, xb(t)) | t ∈2 ⮢ë¯ãª« ®§ ç ¥â, çâ® ¢ «î¡®© â®çª¥ (t, x) ¢¡«¨§¨ (t, xb(t)) äãªæ¨ï x_→ L(t, x, x_ )292. DZ[t0 , t1 ℄}. DZãáâì x(·) ¯à®¨§¢®«ì ï ¤®¯ãá⨬ ï (ªãá®ç® ¥¯à¥à뢮¤¨ää¥à¥æ¨à㥬 ï) äãªæ¨ï, £à 䨪 ª®â®à®© «¥¨â ¢ í⮩ ®ªà¥áâ®áâ¨. ®£¤ S (t1 , x1 ) − S (t0 , x0 ) =Zt1t0dS (t, x(t)) =b x_ (t)xb_ (t))dt +LZt1t0t1Zb(t)) =dS (t, xt0b x_ (t)dxb(t)L=Zt1t0Zt1t0(Lb (t)−b (t)dt = J (xb(·)).Lâáî¤ ¢ë⥪ ¥â ®á®¢ ï ä®à¬ã« ¥©¥àèâà áá :b(·)) =J (x(·)) − J (xZt1t0Zt1t0L(t, x(t), x_ (t))dt −Zt1t0dS (t, x(t)) =(L(t, x(t), x_ (t)) − L(t, x(t), u(t, x(t)))−Lx_ (t, x(t), u(t, x(t)))(x_ (t) − u(t, x(t)))dt =Zt1t0E (t, x(t), u(t, x(t)), x_ (t))dt.§ ãá«®¢¨ï ® ª¢ §¨à¥£ã«ïà®á⨠⥮६ë á«¥¤ã¥â ¥®âà¨æ ⥫ì®áâì äãªæ¨¨ ¥©¥àèâà áá ¢ ®ªà¥áâ®á⨠£à 䨪 {(t, xb(t)) | t ∈[t0 , t1 ℄}, § ç¨â, ¢ í⮩ ®ªà¥áâ®á⨠J (x(·)) ≥ J (xb(·)), â.
e. xb(·) ¤®áâ ¢«ï¥â § ¤ ç¥ (P1 0) ᨫìë© ¬¨¨¬ã¬.⊓⊔2.5.¥®¡å®¤¨¬ë¥ ãá«®¢¨ï ¢â®à®£® ¯®à浪 ¢ £« ¤ª®©§ ¤ ç¥ á à ¢¥á⢠¬¨.DZãáâì fi : IRn → IR, 0 ≤ i ≤ m. áᬮâਬ § ¤ çã, ª®â®àãî à áᬠâਢ «¨ ¢ ¯¥à¢®¬ ¯ à £à ä¥:f0 (x) → min,fi (x) = 0,1 ≤ i ≤ m.(P3 )⮡p ¥¨¥ ¨§ IRn ¢ IRm , § ¤ ¢ ¥¬®¥ p ¢¥á⢠¬¨, ®¡®§ 稬 ç¥p¥§ F .¡®§ 稬 F ′ (xb) = A, L = KerA.
DZ®¤¯à®áâà á⢮ L § ¤ ñâ ᮢ®ªã¯®áâì ¤®¯ãá⨬ëå ¢ ਠ権. ⥮p¥¬¥ 3 (¯à¨æ¨¯¥ £à ¤«ï § ¤ ç á ®£à ¨ç¥¨ï¬¨ ⨯ à ¢¥áâ¢) ¡ë«® ¤®ª § ®, çâ® ¥á«¨¢ § ¤ ç¥ (P3 ) ¢ë¯®«¥ë ¥ª®â®àë¥ ãá«®¢¨ï £« ¤ª®áâ¨, â® ©¤ñâáï ¡®à ¬®¨â¥¥© £à λ = (λ0 , λ1 , . . . , λm ), ¥ à ¢ë©ã«î â P′ b) = 0.ª®©, çâ® ¢ë¯®«¥® ãá«®¢¨¥ áâ æ¨® à®á⨠L(xb, λ) = mλfi=0 i i (xDZà¨í⮬, ¥á«¨ ¯p¥¤¯®«®¨âì, çâ® F ′ (xb) áîpê¥ªâ¨¢ë© ®¯¥p â®p, â®Pmi=1 λi 6= 0.30¥®à¥¬ 3′ ) (¥®¡å®¤¨¬ë¥ ãá«®¢¨ï ¬¨¨¬ã¬ ¢â®à®£® ¯®à浪 ¢ § ¤ ç¥(P3 )). DZãáâì ¢ § ¤ ç¥ (P3 ) äãªæ¨¨ fi , 0 ≤ i ≤ m ¯à¨ ¤«¥ â D2 (xb)¨ ®¯¥p â®p F ′ (xb) áîpꥪ⨢¥.
®£¤ , ¥á«¨ xb ¤®áâ ¢«ï¥â «®ª «ì멬¨¨¬ã¬ § ¤ ç¥ (P3 ), â® ©¤¥âáï ¡®à ¬®¨â¥«¥© £à λ =(1, λ ), λ = (λ1 , . . . , λn ) â ª®©, çâ® ¢ë¯®«ïîâáï á«¥¤ãî騥 ãá«®¢¨ï:(i) Lx (xb, λ) = 0, (ii) xT Lxx(xb, λ)x ≥ 0∀x ∈ L.b) (¤®áâ â®çë¥ ãá«®¢¨ï ¬¨¨¬ã¬ ¢ § ¤ ç¥ (P3 )). DZãáâì ¢ ¯p¥¤¯®«®¥¨ïå ⥮p¥¬ë 3 a) ¤«ï ¥ª®â®à®£® λ = (1, λ ), λ = (λ1 , . . .
, λm )¢ë¯®«¥® ãá«®¢¨¥ áâ æ¨® à®á⨠(i) ¨ ¯à¨ í⮬b, λ)x > 0xT Lxx (x∀x ∈ L \ {0},®£¤ xb ¤®áâ ¢«ï¥â «®ª «ìë© ¬¨¨¬ã¬ § ¤ ç¥ (P3 ).a) á«®¢¨¥ (i) á«¥¤ã¥â ¨§ ⥮६ë 3. ®ª ¥¬ (ii).§ ⥮६ë à ãíà ¬®® ¢ë¢¥á⨠᫥¤ãî騩 १ã«ìâ â: ¤«ï «î¡®£®x ∈ L áãé¥áâ¢ã¥â ®â®¡à ¥¨¥ α 7→ r (α), α ∈ (−ε, ε) â ª®¥, çâ®b + αx + r (α)) = 0. ¬¥¥¬:F (x®ª § ⥫ìá⢮. · F (xb + αx + r(α)) =b + αx + r (α)) = f0 (xb + αx + r (α)) + λf0 (xb, λ) + Lx (xb, λ) · (αx + r (α)) + (αx + r (α))T Lxx (xb, λ)(αx + r (α)) + o(α2 ) =L(xb)x + o(α2 ).xT Lxx (x«¥¤®¢ ⥫ì®, xT Lxx(xb)x + o(α2 ) ≥ 0.b) DZãáâì ¤«ï ¢á¥å x ∈ L ¢ë¯®«¥® ¥à ¢¥á⢮ xT Lxx(xb, λ)x ≥b ∈αkçk2 ¡ ® x/ strong lomin(P3 ). ®£¤ ©¤¥âáï ¯®á«¥¤®¢ ⥫ì®áâìb + xn ) ≤ 0, fi (xb + xn ) ={xn }n∈IN suh that xn 6= 0 ∀n, limn→∞ xn = 0, f0 (x0, 1 ≤ i ≤ m.
¡®§ 稢 εn = |xn | ¨ ¢ë¡à ¢ ¯®¤¯®á«¥¤®¢ ⥫ì®áâìxnk, ¯®«ãç ¥¬, çâ® xnk = εnk (x + x~nk ), εnk → 0, |x~nk | → 0, |x| = 1.|xnk | → xε2®£¤ L(xb + xnk ) = n2k xT L(xb, λ)x + o(ε2nk ) = f0 (xb + xk ) ≤ 0. DZà®â¨¢®à¥ç¨¥.⊓⊔á«®¢¨ï ¢â®à®£® ¯®à浪 ¤«ï £« ¤ª®© § ¤ ç¨ á ¥à ¢¥á⢠¬¨ ¤®ª §ë¢ îâáï á ¯®¬®éìî ¥¡®«ìè¨å ¬®¤¨ä¨ª 権.313. 3.ãé¥á⢮¢ ¨¥ à¥è¥¨© ã¡¥¤¥, çâ® ¡ã¤¥â ¢®§¬®® ¤®ª §ë¢ âì ⥮६ë áãé¥á⢮¢ ¨ï á ¯®¬®éìî ®¡é¥£® ¯à¨æ¨¯ , çìï áãé®áâì ¢¥ï ¯à¨æ¨¯®¬ ¨à¨å«¥. â®â ®¡é¨© ¯à¨æ¨¯, ¢®§¬®®¯à¨¡«¨§¨â á ª ®â¢¥âã á«¥¤ãî騩 ¢®¯à®á: ¨¬¥¥â «¨ à¥è¥¨¥ ª ¤ ï ॣã«ïà ï ¢ ਠ樮 ï ¯à®¡«¥¬ , ¥á«¨ á ¬®¬ã ¯®ïâ¨î \à¥è¥¨¥" ¯à¨ á«ãç ¥ ¯à¨¤ ¢ âì à áè¨à¥®¥â®«ª®¢ ¨¥..
¨«ì¡¥à⥬ , à áᬠâਢ ¥¬ ï ¢ í⮬ äà £¬¥â¥, ¥¯®á।á⢥® á¢ï§ á ¤¢ ¤æ ⮩ ¯à®¡«¥¬®© ¨«ì¡¥àâ | ®¤®© ¨§ ¤¢ ¤æ ⨠âà¥å § ¬¥¨âëå ¯à®¡«¥¬, ¯®áâ ¢«¥ëå ¢ ¥£® ¤®ª« ¤¥ ¯ à¨áª®¬ ®£à¥áá¥1900 £®¤ | ¯à®¡«¥¬®© áãé¥á⢮¢ ¨ï à¥è¥¨© § ¤ ç ¢ ਠ樮®£®¨áç¨á«¥¨ï.