Revisiting the analysis of optimal control problems with several state constraints

• Autorzy: Bonnans J. F. , Hermant A.
• Języki publikacji: EN

Abstrakty

EN

This paper improves the results of and gives shorter proofs for the analysis of state constrained optimal control problems than presented by the authors in Bonnans and Hermant (2009b), concerning second order optimality conditions and the well-posedness of the shooting algorithm. The hypothesis for the second order necessary conditions is weaker, and the main results are obtained without reduction to the normal form used in that reference, and without analysis of high order regularity results for the control. In addition, we provide some numerical illustration. The essential tool is the use of the "alternative optimality system".

Słowa kluczowe

EN

optimal control; state constraints; shooting algorithm; second order optimality conditions

• Wydawca: Systems Research Institute, Polish Academy of Sciences
• Czasopismo: Control and Cybernetics
• Rocznik: 2009
• Tom: Vol. 38, no 4A
• Strony: 1021--1052
• Opis fizyczny: Bibliogr. 19 poz., wykr.

Twórcy

autor

Bonnans J. F.

autor

Hermant A.

• INRIA-Saclay and CMAP, Ecole Polytechnique, 91128 Palaiseau, France

Bibliografia

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• BONNANS, J.F. and HERMANT, A. (2009A) No gap second order optimality conditions for optimal control problems with a single state constraint and control. Mathematical Programming, Series B, 117, 21-50.
• BONNANS, J.F. and HERMANT, A. (2009B) Second-order analysis for optimal control problems with pure state constraints and mixed control-state constraints. Annals of I.H.P. - Nonlinear Analysis 26, 561-598.
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