Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations (Q2114866): Difference between revisions
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| English | Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations |
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Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations (English)
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15 March 2022
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Second-order necessary optimality conditions are derived for an optimal control problem (OCP) with nonconvex cost function, nonlinear state equation and mixed constraints using tools from functional analysis. An example is given showing that if the second-order necessary condition is not satisfied, then the admissible couple is not a solution even it satisfies first-order necessary conditions.
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first-order optimality condition
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second-order optimality condition
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optimal control problem
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nonlinear state equation
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mixed constraint
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