Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations

被引：3
|
作者：
Toan, N. T. [1 ]
Thuy, L. Q. [1 ]
机构：
[1] Hanoi Univ Sci & Technol, Sch Appl Math & Informat, 1 Dai Co Viet, Hanoi, Vietnam
来源：
POSITIVITY | 2022年 / 26卷 / 01期
关键词：
First-order optimality condition; Second-order optimality condition; Optimal control problem; Nonlinear state equation; Mixed constraint; DISCRETE OPTIMAL-CONTROL; SUFFICIENT CONDITIONS; MAXIMUM PRINCIPLE; CONVEXITY; SETS;
D O I：
10.1007/s11117-022-00898-x
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Motivated by our recent works on optimality conditions in optimal control problems under a nonconvex cost function, in this paper, we study second-order necessary optimality conditions for an optimal control problem with a nonconvex cost function, nonlinear state equation and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for an optimal control problem.
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页数：38
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