Title:

Second order sufficient conditions for optimal control subject to first order state constraints

Subtitle:

Raport Badawczy = Research Report ; RB/9/2003

Creator:

Malanowski, Kazimierz : Autor

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2003

Description:

13 pages ; 21 cm ; Bibliography p. 12-13

Type of object:

Book/Chapter

Subject and Keywords:

Nonlinear optimal control ; First order state constraints ; Second order sufficient optimality conditions ; Constraint qualifications ; Legendre-clebsch condition ; Solvability of a riccati equation ; Sterowanie optymalne nielinowe

Abstract:

Second order sufficient optimality conditions (SSC) are derived, for an optimal control problem subject to pure state constraints of order one. The proof is based on a Hamilton-Jacobi inequality and it exploits regularity of the control function, as well as the associated Lagrange multipliers. The obtained SSC involve Legendre-Clebsch conditions and solvability of an auxiliary Riccati equation. The latter condition is weakened by taking into account the strongly active constraints.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2003-09

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open