Generalized needles and second-order conditions in optimal control

DOI10.1134/S0081543819010024MaRDI QIDQ2317211zbMATH OpenOpenAlexWikidataFDO

Authors E. R. Avakov, G. G. Magaril-Il'yaev

Publication date 9 August 2019

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0081543819010024

zbMATH Keywords

endpoint constraintsgeneralized needlesnecessary conditions

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15)

Review text

The authors consider a classical optimal problem for systems described by state differential equations with fixed terminal time and endpoint constraints of general form. A notion of a generalized needle variation of the control variable is defined and used to formulate a second order necessary optimality conditions for a strong minimum in the optimal control problem. To proof the conditions the authors follow the line of reasoning used in the derivation of the Pontryagin maximum principle (see [\textit{L. S. Pontryagin} et al., Mathematische Theorie der optimalen Prozesse (Russian). Moskva: Gosudarstv. Izdat. Fiz.-Mat. Lit. (1961; Zbl 0102.31901)]) but three auxiliary lemmas are added, a lemma on a package of needles, a lemma on equations in variations and a special inverse function lemma. The conditions are illustrated by a simple example for which the classical conditions are ineffective.

Recommendations

• Necessary conditions of the second order in optimal control problems.
• Necessary optimality conditions of first and second order for systems with boundary conditions
• scientific article; zbMATH DE number 3929806
• Generalized conjugate points for optimal control problems
• Second-order necessary/sufficient conditions for optimal control problems in the absence of linear structure

Cites work

• CONDITIONS OF HIGH ORDER FOR A LOCAL MINIMUM IN PROBLEMS WITH CONSTRAINTS
• Controllability and second-order necessary conditions for optimality
• scientific article; zbMATH DE number 3167339 (Why is no real title available?)
• scientific article; zbMATH DE number 3816450 (Why is no real title available?)
• scientific article; zbMATH DE number 3927765 (Why is no real title available?)
• scientific article; zbMATH DE number 2008938 (Why is no real title available?)
• Necessary quadratic conditions of extremum for discontinuous controls in optimal control problems with mixed constraints
• Smooth abnormal problems in extremum theory and analysis
• The Pontryagin maximum principle. Ab ovo usque ad mala

Cited in

(3)

• scientific article; zbMATH DE number 431595 (Why is no real title available?)
• Necessary second-order conditions for a local infimum in an optimal control
• Controllability and second-order necessary conditions for local infimum trajectories in optimal control

This page was built for publication: Generalized needles and second-order conditions in optimal control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2317211)