Second-Order Necessary/Sufficient Conditions for Optimal Control Problems in the Absence of Linear Structure

Second-Order Necessary/Sufficient Conditions for Optimal Control Problems in the Absence of Linear Structure
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DOI:
10.3934/dcdsb.2010.14.1445
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发表时间:
2010-08
期刊:
arXiv: Optimization and Control
影响因子:
--
通讯作者:
H. Lou
H. Lou
中科院分区:
其他
文献类型:
--
作者:
H. Lou

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考虑了最优控制问题的二阶必要条件,其中“二阶”是指将庞特里亚金的极大值原理视为一阶必要最优性条件。给出了局部最小的一个充分条件。
Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient condition for a local minimizer is also given.