Mikhail Il'ich Zelikin

Geometry of neighborhoods of singular trajectories in problems with multidimensional control

It is shown that the order of a singular trajectory in problems with multidimensional control is described by a flag of linear subspaces in the control space. In terms of this flag, we construct necessary conditions for the junction of a nonsingular trajectory with a singular one in affine control systems. We also give examples of multidimensional problems in which the optimal control has the form of an irrational winding of a torus that is passed in finite time.

Generic fractal structure of finite parts of trajectories of piecewise smooth Hamiltonian systems

Piecewise smooth Hamiltonian systems with tangent discontinuity are studied. A new phenomenon is discovered, namely, the generic chaotic behavior of finite parts of trajectories. The approach is to consider the evolution of Poisson brackets for smooth parts of the initial Hamiltonian system. It turns out that, near second-order singular points lying on a discontinuity stratum of codimension two, the system of Poisson brackets is reduced to the Hamiltonian system of the Pontryagin Maximum Principle. The corresponding optimization problem is studied and the topological structure of its optimal trajectories is constructed (optimal synthesis). The synthesis contains countably many periodic solutions on the quotient space by the scale group and a Cantor-like set of nonwandering points (NW) having fractal Hausdorff dimension. The dynamics of the system is described by a topological Markov chain. The entropy is evaluated, together with bounds for the Hausdorff and box dimension of (NW).

Stochastic dynamics of lie algebras of Poisson brackets in neighborhoods of nonsmoothness points of Hamiltonians

= 1, 2, 3).The main tool for studying the general behavior ofsolutions of differential equations is the investigationof their generic singularities. For ordinary differentialequations with continuous righthand side, this program was largely realized by Poincare. But in optimalcontrol theory, the key role is played by Hamiltoniansystems with discontinuous righthand side and a tangent jump, which arise under the application ofPontryagin’s maximum principle.Kupka [4] and Zelikin with Borisov [6] studiedsolutions of a piecewise smooth Hamiltonian systemwhich go to a singular point

Generic fractal structure of the optimal synthesis in problems with affine multi-dimensional control

We consider a linear-quadratic deterministic optimal control problem where the control takes values in a two-dimensional simplex. The phase portrait of the optimal synthesis contains second-order singular extremals and exhibits modes of infinite accumulations of switchings in finite time, so-called chattering. We prove the presence of an entirely new phenomenon, namely a chaotic behaviour of the set of optimal trajectories. The set of optimal non-wandering trajectories has the structure of a Cantor set, and the dynamics of the system is described by a topological Markov chain. We compute the entropy and the Hausdorff dimension of the non-wandering set. This behaviour is generic for piece-wise smooth Hamiltonian systems in the vicinity of a junction of three discontinuity hypersurface strata.