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Second order sufficient conditions for optimal control subject to first order state constraints
Subtitle:Raport Badawczy = Research Report ; RB/9/2003
Creator: Publisher:Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
Place of publishing: Date issued/created: Description:13 stron ; 21 cm ; Bibliografia s. 12-13
Type of object: 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: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
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Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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