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.

引用

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页数：38

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