The conjugate point condition for smooth control sets (Q1110802): Difference between revisions

The authors consider an optimal control problem where both the final point and the controls are constrained to a smooth manifold, while the initial point is fixed. Thanks to this particular structure they derive explicitly the accessory problem. They assume that the optimal solution is piecewise regular and that the system obtained by linearizing along this solution is controllable on each right or left subinterval of [a,b] to the final manifold, i.e., the tangent space at the optimal final value, by means of controls that pointwise belong to the tangent space to the constraint at the optimal control. Under these assumptions they introduce a definition of conjugate point and they extend the classical Jacobi necessary condition to the optimal control setting. Finally, they prove that the nonexistence of a conjugate point can be stated equivalently as the existence of a solution Q to a certain Riccati-type equation.