Jacobi conditions and the Riccati equation for a broken extremal (Q1585402)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Jacobi conditions and the Riccati equation for a broken extremal
scientific article

    Statements

    Jacobi conditions and the Riccati equation for a broken extremal (English)
    0 references
    7 November 2000
    0 references
    Normally, the classical computation of variations dealing with second order necessary and sufficient condition is used for the case of smooth extremal. In the paper there is proved that the classical second-order conditions formulated as a conjugate point and Riccati equation may be generalized to the case of broken extremal. The subject of this work is the following simple controlled object: \[ \dot{x}(t)=u(t), \text{ almost everywhere} \] \[ x(0)=b_{0}, \quad x(T)=b_{1} \] \[ (x(t), u(t),t) \in Q, \text{ almost everywhere} \] where \(x : [0, T] \rightarrow \mathbb R^n\) is an absolutely continuous function, \(x(\cdot)\in W^{1,1}\left([0,T], R^{n}\right)\) and \(u(t):[0,T]\rightarrow \mathbb R^n\) is bounded and measurable, \(u(t) \in L^{\infty}\left([0,T], \mathbb R^n\right)\). The results, although received in classical theoretical way, may be used in practical applications of optimal control theory.
    0 references
    calculus of variations
    0 references
    optimal control theory
    0 references
    second-order conditions
    0 references
    conjugate point
    0 references
    Riccati equation
    0 references
    broken extremal
    0 references
    0 references

    Identifiers