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.
2014
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]
File in questo prodotto:
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.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11385/160727
Citazioni
  • Scopus 5
  • ???jsp.display-item.citation.isi??? 4
social impact