High-order maximum principles for the stability analysis of positive bilinear control systems

TL;DR

This paper develops higher-order maximum principles for the stability analysis of positive bilinear control systems, extending previous first-order conditions by incorporating second-order derivatives and optimality conditions.

Contribution

It introduces higher-order necessary conditions for optimality in positive bilinear control systems, enhancing stability analysis methods.

Findings

Derived second-order necessary conditions for optimal controls.

Extended maximum principle to include singular and bang-bang controls.

Improved stability analysis framework for positive bilinear systems.

Abstract

We consider a continuous-time positive bilinear control system (PBCS), i.e. a bilinear control system with Metzler matrices. The positive orthant is an invariant set of such a system, and the corresponding transition matrix C(t) is entrywise nonnegative for all time t>0. Motivated by the stability analysis of positive linear switched systems (PLSSs) under arbitrary switching laws, we fix a final time T>0 and define a control as optimal if it maximizes the spectral radius of C(T). A recent paper developed a first-order necessary condition for optimality in the form of a maximum principle (MP). In this paper, we derive higher-order necessary conditions for optimality for both singular and bang-bang controls. Our approach is based on combining results on the second-order derivative of the spectral radius of a nonnegative matrix with the generalized Legendre-Clebsch condition and the Agrachev-Gamkrelidze second-order optimality condition.