On second-order optimality conditions in optimal control

N. Osmolovskii
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Abstract

We observe some results obtained by the author on necessary and sufficient second-order conditions for the strong, bounded strong, Pontryagin's and weak local minimum in optimal control problems with control system, given by ordinary differential equations, considered on a fixed time interval, subject to control constraints and finite number of end-point constraints of equality and inequality type. We assume that the control constraints are given by a finite number of inequalities with linearly independent gradients of active constraints.
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最优控制中的二阶最优性条件
本文研究了一类常微分方程控制系统的最优控制问题的强、有界强、Pontryagin和弱局部极小值的二阶充要条件,这些最优控制问题考虑在固定时间区间上,具有控制约束和有限个数的不等式型和不等式型端点约束。我们假设控制约束由有限个不等式给出,这些不等式具有活动约束的线性无关梯度。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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