A Second-Order Maximum Principle in Optimal Control Under State Constraints

Frankowska, Hélène, Hoehener, Daniel, and Tonon, Daniela. "A Second-Order Maximum Principle in Optimal Control Under State Constraints." Serdica Mathematical Journal 39.3-4 (2013): 233-270. <http://eudml.org/doc/294988>.

@article{Frankowska2013,
abstract = {A second-order variational inclusion for control systems under state constraints is derived and applied to investigate necessary optimality conditions for the Mayer optimal control problem. A new pointwise condition verified by the adjoint state of the maximum principle is obtained as well as a second-order necessary optimality condition in the integral form. Finally, a new sufficient condition for normality of the maximum principle is proposed. Some extensions to the Mayer optimization problem involving a differential inclusion under state constraints are also provided. 2010 Mathematics Subject Classification: 49K15, 49K21, 34A60, 34K35.},
author = {Frankowska, Hélène, Hoehener, Daniel, Tonon, Daniela},
journal = {Serdica Mathematical Journal},
keywords = {optimal control; second-order necessary optimality conditions; second-order tangents},
language = {eng},
number = {3-4},
pages = {233-270},
publisher = {Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences},
title = {A Second-Order Maximum Principle in Optimal Control Under State Constraints},
url = {http://eudml.org/doc/294988},
volume = {39},
year = {2013},
}

TY - JOUR
AU - Frankowska, Hélène
AU - Hoehener, Daniel
AU - Tonon, Daniela
TI - A Second-Order Maximum Principle in Optimal Control Under State Constraints
JO - Serdica Mathematical Journal
PY - 2013
PB - Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
VL - 39
IS - 3-4
SP - 233
EP - 270
AB - A second-order variational inclusion for control systems under state constraints is derived and applied to investigate necessary optimality conditions for the Mayer optimal control problem. A new pointwise condition verified by the adjoint state of the maximum principle is obtained as well as a second-order necessary optimality condition in the integral form. Finally, a new sufficient condition for normality of the maximum principle is proposed. Some extensions to the Mayer optimization problem involving a differential inclusion under state constraints are also provided. 2010 Mathematics Subject Classification: 49K15, 49K21, 34A60, 34K35.
LA - eng
KW - optimal control; second-order necessary optimality conditions; second-order tangents
UR - http://eudml.org/doc/294988
ER -