HOMEWORK 9

MA305 OPTIMISATION IN FUNCTION SPACES

(1) Consider the optimal control problem

Z 2

((x(t))2 2u(t))dt
maximize

subject to x (t) = u(t), t [0, 2],

x(0) = 1,

x(2) is free,

u(t) [0, 1], t [0, 2].

Suppose that u is optimal. Using Pontryagins Minimum Principle,

find u .

(2) Consider the optimal control problem

Z 2

((u1 (t))2 + (u2 (t))2 )dt

minimize

0

 


(t)

x
u
(t)

1
1

=
, t [0, 2],
subject to

 x2 (t)   u2 (t)

x1 (0)
0

=
,

x
(0)
0 

 2





x
(2)

1
1
2

S2 := =
: 2 1 + 1 = 0 .

x2 (2)
2

Suppose that there exists an optimal control. Using Pontryagins

Minimum Principle, find it.