Some remarks on extremal solutions of multivalued differential equations

Research paper by K. A. Grasse

Indexed on: 01 Jun '83Published on: 01 Jun '83Published in: Journal of Optimization Theory and Applications


In this paper, we consider extremal solutions of multivalued differential equations, i.e., solutions that steer to the boundary of the attainable set. Multivalued differential equations arise in a natural way from control systems governed by ordinary differential equations that have a variable control-constraint set. Extremal solutions of multi-valued differential equations are important in the study of the optimal control of such systems. We give conditions under which extremality of a solution at a certain time implies extremality of the solution at all previous times where it is defined. Necessary conditions for extremality are also obtained. We treat both the time-dependent case and the time-independent case.