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
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1996年 / 34卷 / 02期
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.
引用
下载
收藏
页码：635 / 659
页数：25
相关论文
共 50 条
  • [41] OPTIMALITY OF REFRACTION STRATEGIES FOR A CONSTRAINED DIVIDEND PROBLEM
    Junca, Mauricio
    Moreno-Franco, Harold A.
    Luis Perez, Jose
    Yamazaki, Kazutoshi
    ADVANCES IN APPLIED PROBABILITY, 2019, 51 (03) : 633 - 666
  • [42] On sequential optimality conditions for smooth constrained optimization
    Andreani, Roberto
    Haeser, Gabriel
    Martinez, J. M.
    OPTIMIZATION, 2011, 60 (8-9) : 1119 - 1119
  • [43] ON OPTIMALITY CONDITIONS IN NONSMOOTH INEQUALITY CONSTRAINED MINIMIZATION
    JEYAKUMAR, V
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 1987, 9 (5-6) : 535 - 546
  • [44] On sequential optimality conditions for smooth constrained optimization
    Andreani, Roberto
    Haeser, Gabriel
    Martinez, J. M.
    OPTIMIZATION, 2011, 60 (05) : 627 - 641
  • [45] Optimality conditions for the constrained Lp-regularization
    Wang, Heng
    Li, Dong-Hui
    Zhang, Xiong-Ji
    Wu, Lei
    OPTIMIZATION, 2015, 64 (10) : 2183 - 2197
  • [46] Optimality Conditions for Nonconvex Constrained Optimization Problems
    Mashkoorzadeh, F.
    Movahedian, N.
    Nobakhtian, S.
    NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2019, 40 (16) : 1918 - 1938
  • [47] On optimality conditions for cone-constrained optimization
    Izmailov, AF
    Solodov, MV
    PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 2002, : 3162 - 3167
  • [48] Optimality conditions for fuzzy constrained programming problems
    Osuna-Gomez, R.
    Chalco-Cano, Y.
    Hernandez-Jimenez, B.
    Aguirre-Cipe, I
    FUZZY SETS AND SYSTEMS, 2019, 362 : 35 - 54
  • [49] Necessary optimality conditions in an optimal control problem for a parabolic equation with nonlocal integral conditions
    M. J. Mardanov
    R. A. Teymurov
    Doklady Mathematics, 2017, 95 : 99 - 102
  • [50] Necessary Optimality Conditions in an Optimal Control Problem for a Parabolic Equation with Nonlocal Integral Conditions
    Mardanov, M. J.
    Teymurov, R. A.
    DOKLADY MATHEMATICS, 2017, 95 (01) : 99 - 102
12345