Given an n × r integrable matrix function Y ( t ) , we extend the Lyapunov–Lindenstrauss theorem describing extreme points of the set { ∫ 0 T Y ( t ) u ( t ) dt | u ∈ I } from the Cartesian product I of r Lipschitz classes to the Cartesian product I = H ω [ 0 , T ] := H ω 1 [ 0 , T ] × ⋯ × H ω r [ 0 , T ] of classes H ω [ 0 , T ] of functions with the modulus of continuity majorized by the given concave modulus of continuity ω . We also explain the intimate relationship between the aforementioned problem and the characterization of extremal functions in the classical time minimization problem of optimal control T → inf ; x ˙ ( t ) = A ( t ) x ( t ) + B ( t ) u ( t ) , u ( · ) ∈ H ω [ 0 , T ] , x ( 0 ) , u ( 0 ) = 0 , x ( T ) , u ( T ) = ( Λ ^ , Γ ^ ) , for locally integrable n × n - and n × r -matrix valued functions A ( t ) and B ( t ) , the collection ω = ( ω 1 , … , ω r ) of concave moduli of continuity, and Λ ^ ∈ R n , Γ ^ ∈ R r . Relying on these results, we solve the classical rendezvous problem of finding the optimal trajectory in the phase space ( x , x ˙ , x ¨ , … , x ( r ) ) , x ( r ) ∈ H ω ( R + ) , connecting two given points in R r + 1 . Then, we describe the extreme points of the set S ω , r , τ , a := { ( x ( τ ) , x ′ ( τ ) , … , x ( r ) ( τ ) ) | x ( r ) ∈ H ω [ 0 , T ] : x ( i ) ( 0 ) = a i , i = 0 , … , r } for a = ( a 0 , … , a r ) ∈ R r + 1 , τ > 0 . This problem is related to the Kolmogorov problem for intermediate derivatives where the triples ( x ( τ ) , x ( m ) ( τ ) , x ( r ) ( τ ) ) are considered for 0 < m < r .
Read full abstract