Necessary Conditions for Impulsive Nonlinear Optimal Control Problems without a priori Normality Assumptions

A. Arutyunov, V. Dykhta and F. Lobo Pereira
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A. Arutyunov: People Friendship University of Russia
V. Dykhta: Baikal State University of Economy and Law
F. Lobo Pereira: University of Porto

Journal of Optimization Theory and Applications, 2005, vol. 124, issue 1, No 3, 55-77

Abstract: Abstract First-order and second-order necessary conditions of optimality for an impulsive control problem that remain informative for abnormal control processes are presented and derived. One of the main features of these conditions is that no a priori normality assumptions are required. This feature follows from the fact that these conditions rely on an extremal principle which is proved for an abstract minimization problem with equality constraints, inequality constraints, and constraints given by an inclusion in a convex cone. Two simple examples illustrate the power of the main result.

Keywords: Optimal impulsive control; extremal principle; second order optimality conditions; abnormality (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-004-6465-x

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