Dual sufficient optimality conditions for optimal control

• Autorzy: Młynarska E.
• Języki publikacji: EN

Abstrakty

EN

In this paper we develop the first and second order dual sufficient optimality conditions for a nonlinear optimal control problem. Our conditions are derived from the dual Hamilton-Jacobi approach applied to the generalized problem of Bolza. We do not require neither any convexity on the data, nor that the control set U be polyhedral, nor that the control function be in the interior of U. Instead, we assume the existence of a function which satisfies a certain inequality.

Słowa kluczowe

EN

dual Hamilton-Jacobi inequality; dual sufficient optimality conditions; optimal control problem; relative minimum

PL

minimum względne; nierówność podwójna Hamiltona-Jacobiego; zagadnienie sterowania optymalnego

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2001
• Tom: Vol. 30, no 1
• Strony: 45--54
• Opis fizyczny: Bibliogr. 14 poz.,

Twórcy

autor

Młynarska E.

• Faculty of Mathematics, University of Łódź, Banacha 22, 90-238 Łódź, Poland