Optimal and suboptimal control of switching systems

An optimal control problem for a switching system is solved; no assumptions about the number of switches nor about the mode sequence are made. They are determined by the solution of the problem. The switching system is embedded into a larger family of systems and the optimization problem is formulated for the latter. It is shown that the set of trajectories of the switching system is dense in the set of trajectories of the embedded system. Sufficient and necessary conditions for optimally are formulated for the second optimization problem. If they exist, bang-bang type solutions of the embedded optimal control problem are solutions of the original problem. Otherwise, suboptimal solutions are obtained via the Chattering Lemma.