Truncated Hausdorff Moment Problem and Analytic Solution of the Time-Optimal Problem for One Class of Nonlinear Control Systems

Abstract

A complete analytic solution for the time-optimal control problem for nonlinear control systems of the form $\dot x_1=u$, $\dot x_j=x_1^{j-1}$, $j=2,\ldots,n$, is obtained for arbitrary $n$. The main goal of the paper is to present the following surprising observation: this nonlinear optimality problem leads to a truncated Hausdorff moment problem, which is applied essentially for finding the optimal time and optimal controls.