First and second order sufficient conditions for optimal control and the calculus of variations (Q762756)

From MaRDI portal
scientific article
Language Label Description Also known as
English
First and second order sufficient conditions for optimal control and the calculus of variations
scientific article

    Statements

    First and second order sufficient conditions for optimal control and the calculus of variations (English)
    0 references
    0 references
    0 references
    1984
    0 references
    The author gives very elegant and general sufficient conditions for solutions of standard optimal control and variational problems. These conditions are sharper than the known ones. They are expressed in the form of inequalities which stem from the Hamilton-Jacobi method in terms of nonsmooth analysis. In the presence of smoothness the conditions are transformed so as to involve first and then second orders of differentiation. The results are applied to an example given by \textit{F. H. Clarke} [''Optimization and nonsmooth analysis'', Wiley (1983)].
    0 references
    0 references
    0 references
    0 references
    0 references
    Hamilton-Jacobi method
    0 references
    nonsmooth analysis
    0 references