Strong Local Optimality for a Bang–Bang–Singular Extremal: General Constraints
Laura Poggiolini () and
Gianna Stefani ()
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Laura Poggiolini: Università degli Studi di Firenze
Gianna Stefani: Università degli Studi di Firenze
Journal of Optimization Theory and Applications, 2020, vol. 186, issue 1, No 2, 24-49
Abstract:
Abstract The paper provides second-order sufficient conditions for the strong local optimality of bang–bang–singular extremals in a Mayer problem with general end point constraints. The sufficient conditions are expressed as a strengthening of the necessary ones plus the coerciveness of a suitable quadratic form related to a sub-problem of the given one. The sufficiency of the given conditions is proven via Hamiltonian methods.
Keywords: Sufficient conditions; Singular control; Second variation; Hamiltonian methods; 49K15; 49J15; 93C10 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10957-020-01700-2
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