In this article, given a reference feasible trajectory of an optimal control problem, we say that the quadratic growth property for bounded strong solutions holds if the cost function of the problem has a quadratic growth over the set of feasible trajectories with a bounded control and with a state variable sufficiently close to the reference state variable. Our sufficient second-order optimality conditions in Pontryagin form ensure this property and ensure a fortiori that the reference trajectory is a bounded strong solution. Our proof relies on a decomposition principle, which is a particular second-order expansion of the Lagrangian of the problem.
Second-order sufficient conditions for strong solutions to optimal control problems / Bonnans, J. Frédéric; Dupuis, Xavier; Pfeiffer, Laurent. - In: ESAIM. COCV. - ISSN 1292-8119. - 20:3(2014), pp. 704-724. [10.1051/cocv/2013080]
Second-order sufficient conditions for strong solutions to optimal control problems
DUPUIS, XAVIER;
2014
Abstract
In this article, given a reference feasible trajectory of an optimal control problem, we say that the quadratic growth property for bounded strong solutions holds if the cost function of the problem has a quadratic growth over the set of feasible trajectories with a bounded control and with a state variable sufficiently close to the reference state variable. Our sufficient second-order optimality conditions in Pontryagin form ensure this property and ensure a fortiori that the reference trajectory is a bounded strong solution. Our proof relies on a decomposition principle, which is a particular second-order expansion of the Lagrangian of the problem.File | Dimensione | Formato | |
---|---|---|---|
BonnansDupuisPfeifferCOCV.pdf
Solo gestori archivio
Tipologia:
Versione dell'editore
Licenza:
DRM (Digital rights management) non definiti
Dimensione
274.92 kB
Formato
Adobe PDF
|
274.92 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.