Second order conditions for bang-bang control problems
H. Maurer, N. Osmolovskii (2003)
Control and Cybernetics
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H. Maurer, N. Osmolovskii (2003)
Control and Cybernetics
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Ursula Felgenhauer (2005)
Control and Cybernetics
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Gianna Stefani, PierLuigi Zezza (1995)
Banach Center Publications
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This paper is devoted to describing second order conditions in the framework of extremal problems, that is, conditions obtained by reducing the optimal control problem to an abstract one in a suitable Banach (or Hilbert) space. The studied problem includes equality constraints both on the end-points and on the state-control trajectory. The second goal is to give a complete description of necessary and sufficient second order conditions for weak local optimality by describing first the...
Nikolai P. Osmolovskii (2012)
ESAIM: Control, Optimisation and Calculus of Variations
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Second-order sufficient conditions of a bounded strong minimum are derived for optimal control problems of ordinary differential equations with initial-final state constraints of equality and inequality type and control constraints of inequality type. The conditions are stated in terms of quadratic forms associated with certain tuples of Lagrange multipliers. Under the assumption of linear independence of gradients of active control constraints they guarantee the bounded strong quadratic...
Nikolai P. Osmolovskii (2012)
ESAIM: Control, Optimisation and Calculus of Variations
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Second-order sufficient conditions of a bounded strong minimum are derived for optimal control problems of ordinary differential equations with initial-final state constraints of equality and inequality type and control constraints of inequality type. The conditions are stated in terms of quadratic forms associated with certain tuples of Lagrange multipliers. Under the assumption of linear independence of gradients of active control constraints...
Ursula Felgenhauer (2004)
International Journal of Applied Mathematics and Computer Science
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In optimal control problems with quadratic terminal cost functionals and systems dynamics linear with respect to control, the solution often has a bang-bang character. Our aim is to investigate structural solution stability when the problem data are subject to perturbations. Throughout the paper, we assume that the problem has a (possibly local) optimum such that the control is piecewise constant and almost everywhere takes extremal values. The points of discontinuity are the switching...
Nikolai Osmolovskii (2009)
Control and Cybernetics
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J. L. Willems (1985)
Banach Center Publications
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Rozonoer, L.I. (1999)
Mathematical Problems in Engineering
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