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

MaRDI QIDQ2812232zbMATH OpenFDO

Authors 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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