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.
Bonnans, J. Frédéric; Dupuis, Xavier; Pfeiffer, Laurent. (2014). Second-order sufficient conditions for strong solutions to optimal control problems. ESAIM. COCV, (ISSN: 1292-8119), 20:3, 704-724. Doi: 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 | |
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