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

[1] Afanasev A.P., 1990, NECESSARY CONDITION
[2] Brown R.F., 1993, TOPOLOGICAL INTRO NO
[3] DONTCHEV AL, 1992, OPTIMAL STABILITY CO
[4] 2ND-ORDER NECESSARY CONDITIONS IN OPTIMAL-CONTROL - ACCESSORY-PROBLEM RESULTS WITHOUT NORMALITY CONDITIONS
GILBERT, EG
BERNSTEIN, DS
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1983, 41 (01) : 75 - 106
[5] LAGARRIGUE FL, 1985, THESIS U PARIS 11 PA
[6] EXISTENCE AND UNIQUENESS OF VOLTERRA SERIES FOR NON-LINEAR SYSTEMS
LESIAK, C
KRENER, AJ
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1978, 23 (06) : 1090 - 1095
[7] Levitin E.S., 1978, Russ. Math. Surv., V33, P97, DOI [DOI 10.1070/RM1978V033N06ABEH003885, 10.1070/RM1978v033n06ABEH003885]
[8] OPTIMAL CONTROL PROBLEMS WITH MIXED CONTROL-PHASE VARIABLE EQUALITY AND INEQUALITY CONSTRAINTS
MAKOWSKI, K
NEUSTADT, LW
[J]. SIAM JOURNAL ON CONTROL, 1974, 12 (02): : 184 - 228
[9] MAURER H, 1981, MATH PROGRAM STUD, V14, P163, DOI 10.1007/BFb0120927
[10] OSMOLOVSKII N, 1976, THESIS MOSCOW STATE

← 1 2 3 →