Goh and Legendre-Clebsh conditions for nonsmooth control systems

TL;DR

This paper extends higher order necessary optimality conditions, specifically Goh and Legendre-Clebsh conditions, to nonsmooth control systems with Lipschitz continuous dynamics using set-valued Lie brackets and Quasi Differential Quotients.

Contribution

It introduces a novel approach to derive higher order conditions for nonsmooth control systems, expanding classical results to systems with Lipschitz continuous dynamics.

Findings

Higher order conditions can exclude suboptimal controls in nonsmooth systems.

Set-valued Lie brackets are effective in nonsmooth optimal control analysis.

An example demonstrates the practical utility of the derived conditions.

Abstract

Higher order necessary conditions for a minimizer of an optimal control problem are generally obtained for systems whose dynamics is at least continuously differentiable in the state variable. Here, by making use of the notion of set-valued Lie bracket introduced in "Set-valued differentials and a nonsmooth version of Chow-Rashevski's theorem" by F. Rampazzo and H.J.Sussmann and extended in "Iterated Lie brackets for nonsmooth vector fields" by E. Feleqi and F.Rampazzo , we obtain Goh and Legendre-Clebsh type conditions for a control affine system with Lipschitz continuous dynamics. In order to manage the simultaneous lack of smoothness of the adjoint equation and of the Lie bracket-like variations, we will exploit the notion of Quasi Differential Quotient, introduced in "A geometrically based criterion to avoid infimum-gaps in Optimal Control" by M. Palladino and F.Rampazzo. We finally exhibit an example where the established higher order condition is capable to rule out the optimality of a control verifying a first order Maximum Principle.