High-order maximum principles for the stability analysis of positive bilinear control systems

High-order maximum principles for the stability analysis of positive bilinear control systems

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Article ID: iaor20163243
Volume: 37
Issue: 5
Start Page Number: 1056
End Page Number: 1073
Publication Date: Sep 2016
Journal: Optimal Control Applications and Methods
Authors: ,
Keywords: optimization, matrices
Abstract:

We consider a continuous‐time positive bilinear control system, which is a bilinear control system with Metzler matrices. The positive orthant is an invariant set of such a system, and the corresponding transition matrix is entrywise nonnegative for all time. Motivated by the stability analysis of positive linear switched systems under arbitrary switching laws, we define a control as optimal if it maximizes the spectral radius of the transition matrix at a given final time. We derive high‐order necessary conditions for optimality for both singular and bang–bang controls. Our approach is based on combining results on the second‐order derivative of a simple eigenvalue with the generalized Legendre‐Clebsch condition and the Agrachev–Gamkrelidze second‐order optimality condition

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