A Hamiltonian approach to sufficiency in optimal control with minimal regularity conditions: Part I

zbMATH Open1406.49019arXiv1507.03794MaRDI QIDQ4556147FDOQ4556147

Authors: Pierluigi Zezza, Gianna Stefani 

Publication date: 23 November 2018

Abstract: In this paper we develop a Hamiltonian approach to sufficient conditions in optimal control problems. We extend the known conditions for $C^2$ maximised Hamiltonians into two directions: on the one hand we explain the role of a super Hamiltonian (i.e. a Hamiltonian which is greater then or equal to the maximised one) on the other we develop the theory under some minimal regularity assumptions. The results we present enclose many known results and they can be used to tackle new problems.

Full work available at URL: https://arxiv.org/abs/1507.03794

Recommendations

• scientific article; zbMATH DE number 1241677
• Optimal control under nonconvexity: A generalized Hamiltonian approach
• Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory
• Optimal control and implicit Hamiltonian systems
• A control Hamiltonian-preserving discretisation for optimal control
• On the sufficiency of the Hamilton-Jacobi-Bellman equation for optimality of the controls in a linear optimal-time problem
• A minimax optimal control strategy for uncertain quasi-Hamiltonian systems
• Applying the Leitmann-Stalford sufficient conditions to maximization control problems with non-concave Hamiltonian
• Convex Optimal Control Problems with Smooth Hamiltonians
• Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control

zbMATH Keywords

sufficient conditionHamiltonian methodsstrong local minima

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Optimality conditions for problems involving ordinary differential equations (49K15)

Cited In (5)

• Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints
• Strong local optimality for generalized L1 optimal control problems
• Second-Order Necessary Conditions for Optimal Control Problems with Endpoints-Constraints and Convex Control-Constraints
• Strong Local Optimality for a Bang-Bang-Singular Extremal: The Fixed-Free Case
• Applying the Leitmann-Stalford sufficient conditions to maximization control problems with non-concave Hamiltonian

This page was built for publication: A Hamiltonian approach to sufficiency in optimal control with minimal regularity conditions: Part I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4556147)