THE RICCATI EQUATION FOR OPTIMAL-CONTROL PROBLEMS WITH MIXED STATE-CONTROL CONSTRAINTS - NECESSITY AND SUFFICIENCY

被引:68
作者
ZEIDAN, V
机构
[1] Michigan State Univ, East Lansing, MI
关键词
OPTIMAL CONTROL; MIXED STATE CONTROL CONSTRAINTS; RICCATI EQUATION; CONJUGATE POINTS; STRONG NORMALITY; NECESSARY CONDITIONS; SUFFICIENT CONDITIONS; WEAK AND STRONG LOCAL MINIMA;
D O I
10.1137/S0363012992233640
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The goal of this paper is to conduct a complete study of second-order conditions for the optimal control problem with mixed state-control constraints. The conjugate point theory is presented and a necessary condition in terms of the corresponding Riccati equation is obtained. Sufficiency criteria are developed in terms of strengthened necessary conditions, including the Riccati equation. The results generalize the known ones for pure control constraints as well as for the mixed state-control constraints.
引用
收藏
页码:1297 / 1321
页数:25
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