Sufficiency conditions for weak local minima in multidimensional optimal control problems with mixed control-state restrictions
The author investigates optimal control problems with mixed control and state constraints where the ``time variable belongs to \(\mathbb{R}^ m\), \(m>1\). This paper follows on from previous work where sufficient conditions were given for strong local optimality. In this paper sufficient conditions for weak local optimality are presented. The sufficient conditions are derived using the Hamilton-Jacobi inequality and a dual problem based on solutions to this inequality. By using a linear solution function with concavity assumptions on the original problem, first order sufficiency conditions are obtained. By using a quadratic function, the concavity assumptions can be dropped, and second order sufficiency conditions are derived.
- Sufficient conditions for local optimality in multidimensional control problems with state restrictions
- Weak singular optimal controls subject to state-control equality constraints
- Second-order sufficient conditions for control problems with mixed control-state constraints
- A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint
- Strong and weak measurable optimal controls
- Pontryagin's maximum principle for multidimensional control problems in image processing
- Sufficient conditions for local optimality in multidimensional control problems with state restrictions
- Weak and strong optimality conditions for constrained control problems with discontinuous control
- Solution differentiability for parametric nonlinear control problems with control-state constraints
- Second-order sufficient conditions for control problems with mixed control-state constraints
- Sensitivity analysis for parametric control problems with control-state constraints
- Strong and weak measurable optimal controls
- Sufficient optimality conditions and stability analysis for a class of multidimensional control problems
- Lie group analysis of nonlinear Black-Scholes models
- Local Minimum Principle for an Optimal Control Problem with a Nonregular Mixed Constraint
- Weak singular optimal controls subject to state-control equality constraints
- Necessary Conditions for a Weak Minimum in Optimal Control Problems with Integral Equations Subject to State and Mixed Constraints
- Sufficient quadratic conditions of extremum for discontinuous controls in optimal control problems with mixed constraints
- A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint
- Necessary quadratic conditions of extremum for discontinuous controls in optimal control problems with mixed constraints
- Switching time optimization for bang-bang and singular controls
This page was built for publication: Sufficiency conditions for weak local minima in multidimensional optimal control problems with mixed control-state restrictions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q686823)
