A Newton-type method and optimality test for problems with bang-singular-bang optimal control

zbMATH Open1341.49033MaRDI QIDQ2812232FDOQ2812232

Ursula Felgenhauer

Publication date: 16 June 2016

Published in: Pure and Applied Functional Analysis (Search for Journal in Brave)

Full work available at URL: http://www.yokohamapublishers.jp/online2/oppafa/vol1/p197.html

zbMATH Keywords

maximum principlevariational inequalityRiccati equationsecond-order conditionsJosephy-Newton methodbang-singular-bang optimal control

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Newton-type methods (49M15)

Cited In (3)

• Metric regularity properties in bang-bang type linear-quadratic optimal control problems
• Gradient methods on strongly convex feasible sets and optimal control of affine systems
• Metric sub-regularity in optimal control of affine problems with free end state

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