Optimality conditions for a constrained control problem

被引:40
|
作者
Stefani, G [1 ]
Zezza, P [1 ]
机构
[1] UNIV FLORENCE,DIPARTIMENTO MATEMAT DECIS ECON FINANZIARIE ATTUA,I-50134 FLORENCE,ITALY
关键词
optimal control; second-order conditions; necessary and sufficient conditions; state-control constraints;
D O I
10.1137/S0363012994260945
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper is devoted to the study of necessary or sufficient second-order conditions for a weak local minimum in an optimal control problem. The problem is stated in the Mayer form and includes equality constraints both on the endpoints and on the state-control trajectory. The second-order conditions are stated through an associated linear-quadratic problem.
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页码:635 / 659
页数:25
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