Displaying similar documents to “First and Second Order Necessary Optimality Conditions for Discrete Optimal Control Problems”

Unmaximized inclusion necessary conditions for nonconvex constrained optimal control problems

Maria do Rosário de Pinho, Maria Margarida Ferreira, Fernando Fontes (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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Necessary conditions of optimality in the form of Unmaximized Inclusions (UI) are derived for optimal control problems with state constraints. The conditions presented here generalize earlier optimality conditions to problems that may be nonconvex. The derivation of UI-type conditions in the absence of the convexity assumption is of particular importance when deriving necessary conditions for constrained problems. We illustrate this feature by establishing, as an application, optimality...

Control structure in optimization problems of bar systems

Leszek Mikulski (2004)

International Journal of Applied Mathematics and Computer Science

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Optimal design problems in mechanics can be mathematically formulated as optimal control tasks. The minimum principle is employed in solving such problems. This principle allows us to write down optimal design problems as Multipoint Boundary Value Problems (MPBVPs). The dimension of MPBVPs is an essential restriction that decides on numerical difficulties. Optimal control theory does not give much information about the control structure, i.e., about the sequence of the forms of the right-hand...

Regularity along optimal trajectories of the value function of a Mayer problem

Carlo Sinestrari (2004)

ESAIM: Control, Optimisation and Calculus of Variations

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We consider an optimal control problem of Mayer type and prove that, under suitable conditions on the system, the value function is differentiable along optimal trajectories, except possibly at the endpoints. We provide counterexamples to show that this property may fail to hold if some of our conditions are violated. We then apply our regularity result to derive optimality conditions for the trajectories of the system.

Optimality and sensitivity for semilinear bang-bang type optimal control problems

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...