Optimality conditions for a constrained control problem

被引：40

作者：

Stefani, G ^{[1
]}

Zezza, P ^{[1
]}

机构：

[1] UNIV FLORENCE,DIPARTIMENTO MATEMAT DECIS ECON FINANZIARIE ATTUA,I-50134 FLORENCE,ITALY

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1996年 / 34卷 / 02期

关键词：

optimal control; second-order conditions; necessary and sufficient conditions; state-control constraints;

D O I：

10.1137/S0363012994260945

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper is devoted to the study of necessary or sufficient second-order conditions for a weak local minimum in an optimal control problem. The problem is stated in the Mayer form and includes equality constraints both on the endpoints and on the state-control trajectory. The second-order conditions are stated through an associated linear-quadratic problem.

引用

页码：635 / 659

页数：25

共 21 条

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[2]

Brown R.F., 1993, TOPOLOGICAL INTRO NO

[3]

DONTCHEV AL, 1992, OPTIMAL STABILITY CO

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