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Jacobi type conditions for singular extremals

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Języki publikacji
EN
Abstrakty
EN
We consider the class of optimal control problems linear in the control, and study a singular extremal. If the Lagrange multipliers are unique, the quadratic order optimality conditions have the form of sign definiteness of a quadratic functional (the second variation of Lagrange function) with totally zero Legendre coefficient. Using the Goh transformation, we convert it to a functional possibly satisfying the strengthened Legendre condition, involving also an additional parameter, and by applying the Hestenes approach, determine its sign definiteness in terms of the conjugate point, i.e. give Jacobi type conditions.
Rocznik
Strony
285--306
Opis fizyczny
Bibliogr. 20 poz.
Twórcy
  • Russian Academy of Sciences, Central Economics & Mathematics Institute, Nakhimovskii prospekt 47, 117418 Moscow, Russia
Bibliografia
  • DMITRUK, A.V. (1976) The Euler-Jacobi equation in the calculus of variations. Math. Notes of the Acad. Sci. USSR 20, 1032-1038.
  • DMITRUK, A.V. (1977) Quadratic order conditions of a weak minimum for singular regimes in optimal control problems. Soviet Math. Doklady 18 (2).
  • DMITRUK, A.V. (1978) Quadratic order optimality conditions for singular extremals and a theory of related quadratic forms. Candidate Dissertation, Moscow State University.
  • DMITRUK, A.V. (1982) A condition of Jacobi type for a quadratic form to be nonnegative on a finite-faced cone. Mathematics of the USSR, Izvestija 18 (3), 525-535.
  • DMITRUK, A.V. (1983) Quadratic conditions for a Pontryagin minimum in an optimal control problem, linear in the control, with a constraint on the control. Soviet Math. Doklady 28 (2), 364-368.
  • DMITRUK, A.V. (1984) Jacobi type conditions for the problem of Bolza with inequalities. Math. Notes of the Acad. Sci. USSR 35, 427-435.
  • DMITRUK, A.V. (1987, 1988) Quadratic conditions for a Pontryagin minimum in an optimal control problem, linear in the control. Mathematics of the USSR, Izvestija 28 (2), 275-303, and 31 (1), 121-141.
  • DMITRUK, A.V. (1992) Second order necessary and sufficient conditions of a Pontryagin minimum for singular regimes. Lecture Notes in Control and Inf. Sciences 180, 334-343.
  • DMITRUK, A.V. (1994) Second order optimality conditions for singular extremals. In: R. Bulirsch and D. Kraft, eds., Computational Optimal Control. Intern. Ser. On Numer. Mathematics, Birkhäuser, Basel, 115, 71-81.
  • DMITRUK, A.V. (1999) Quadratic order conditions of a local minimum for singular extremals in a general optimal control problem. In: G. Ferreyra et al., eds., Differential Geometry and Control, Proc. of Symposia in Pure Mathematics 64, American Math. Society, 163-198.
  • GOH, B.S. (1966) Necessary conditions for singular extremals involving multiple control variables. SIAM J. on Control 4 (4), 716-731.
  • HESTENES, M.R. (1951) Application of the theory of quadratic forms in Hilbert space to the calculus of variations. Pacific J. Math. 1, 525-581.
  • KELLEY, H.J., KOPP, R.E., MOYER, H.G. (1967) Singular extremals. In: G. Leitman, ed., Topics in Optimization. Academic Press, New York-London, 63-101.
  • LEVITIN, E.S., MILYUTIN, A.A., OSMOLOVSKII, N.P. (1978) Conditions of higher-order for a local minimum in extremal problems with constraints. Russian Math. Surveys 33 (6), 97-168.
  • MILYUTIN, A.A., OSMOLOVSKII, N.P. (1998) Calculus of Variations and Optimal Control. American Math. Society.
  • ROSENBLUETH, J.F. (2003) Conjugate intervals for the linear fixed-endpoint control problem. JOTA 116 (2), 393-420.
  • STEFANI, G., ZEZZA, P. (1997) Constrained regular LQ-control problems. SIAM J. Control Optimization 35 (3), 876-900.
  • STEFANI, G. (2003) On sufficient optimality conditions for a singular extremal. 42th IEEE Conf. on Decision and Control.
  • STEFANI, G. (2004) Minimum-time optimality of a singular arc: second order sufficient conditions. 43th IEEE Conf. on Decision and Control.
  • ZEIDAN, V. (1994) The Riccati equation for optimal control problems with mixed state-control constraints: Necessity and sufficiency. SIAM J. on Control and Optimization 32 (5), 1297-1321.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0031-0070
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