Normality and second-order optimality conditions in state-constrained optimal control problems with bounded minimizers

• Type: Article in International Scientific Journal
• Date: 2023

Authors

Dmitry Karamzin (Author) FEUP

Journal

Title: Journal of Differential Equations

Vol. 366

Pages: 378-407

ISSN: 0022-0396

Publisher: Elsevier

Indexing

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Other information

Authenticus ID: P-00Y-9FA

DOI: 10.1016/j.jde.2023.04.011

Abstract (EN): A smooth optimal control problem with endpoint, mixed and state constraints is considered. The controllability matrix is constructed and the normality condition is presented as the condition of full rank for this matrix. The approach based on the controllability matrix allows one to examine the case of state-constrained control problems with fixed endpoints. As an application of normality, the second-order necessary optimality conditions are derived. The connection between different forms of second-order conditions is indicated.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 30