Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem

Laura Poggiolini () and Marco Spadini ()
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Laura Poggiolini: Università di Firenze, Dipartimento di Matematica Applicata “G. Sansone”
Marco Spadini: Università di Firenze, Dipartimento di Matematica Applicata “G. Sansone”

A chapter in Mathematical Control Theory and Finance, 2008, pp 337-357 from Springer

Abstract: Summary This paper gives sufficient conditions for a class of bang-bang extremals with multiple switches to be locally optimal in the strong topology. The conditions are the natural generalizations of the ones considered in [4, 11] and [12]. We require both the strict bang-bang Legendre condition, a non degeneracy condition at multiple switching times, and the second order conditions for the finite dimensional problems obtained by moving the switching times of the reference trajectory.

Keywords: Optimal Control Problem; Switching Time; Hamiltonian Function; Reference Trajectory; Hamiltonian Vector (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-69532-5_19

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DOI: 10.1007/978-3-540-69532-5_19

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