On Second-Order Necessary Conditions for Broken Extremals
Nikolai P. Osmolovskii ()
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Nikolai P. Osmolovskii: University of Technology and Humanities
Journal of Optimization Theory and Applications, 2015, vol. 164, issue 2, No 1, 379-406
Abstract:
Abstract We consider optimal control problems with initial–final state equality and inequality constraints and running mixed state-control equality constraints given by smooth functions. The mixed constraints satisfy the regularity assumption of linear independence of gradients with respect to the control. We present simple proofs of second-order necessary conditions for (extended) weak minimum for extremals with discontinuous controls in these problems.
Keywords: Weak minimum; Euler equation; Pontryagin minimum principle; Critical cone; Quadratic form; 49K15 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10957-014-0599-2
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