A Second-Order Maximum Principle in Optimal Control under State Constraints
Résumé
A second-order variational inclusion for control systems under state constraints is derived and applied to investigate necessary optimality conditions for the Mayer optimal control problem. A new pointwise condition veri ed by the adjoint state of the maximum principle is obtained as well as a second-order necessary optimality condition in the integral form. Finally, a new su cient condition for normality of the maximum principle is proposed. Some extensions to the Mayer optimization problem involving a di erential inclusion under state constraints are also provided.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)
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