Optimality criterion for singular controllers: Linear boundary conditions
The paper deals with the optimal control problem \[ J(u)= \varphi(x(t_0), x(t_1))+ \int_T F(x,u,t)dt\to \min, \] \[ \dot x= f(x,u,t),\quad t\in T= [t_0,t_1], \] \[ L_0x(t_0)+ L_1x(t_1)- b=0;\quad u(t)\in U,\quad t\in T, \] where \(U\) is a compact set in \(\mathbb{R}^r\). It is supposed that \(\text{rank}[L_0,L_1]= n\). The authors examine the situation with the appearance of singular controllers and derive a second-order increment formula for the functional \(J\). They also prove a second-order optimality criterion and illustrate it by a number of model examples.
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