Second-order analysis for the time crisis problem - Archive ouverte HAL
Article Dans Une Revue Journal of Convex Analysis Année : 2020

Second-order analysis for the time crisis problem

Résumé

In this article, we prove second-order necessary optimality conditions for the so-called time crisis problem that comes up within the context of viability theory. It consists in minimizing the time spent by solutions of a controlled dynamics outside a given subset K of the state space. One essential feature is the discontinuity of the characteristic function involved in the cost functional. Thanks to a change of time and an augmentation of the dynamics, we relate the time crisis problem to an auxiliary Mayer control problem. This allows us to use the classical tools of optimal control for obtaining optimality conditions. Going back to the original problem, we deduce that way second order optimality conditions for the time crisis problem.
Fichier principal
Vignette du fichier
draft10.pdf (414.43 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-02020146 , version 1 (15-02-2019)

Identifiants

Citer

Térence Bayen, Laurent Pfeiffer. Second-order analysis for the time crisis problem. Journal of Convex Analysis, 2020, 27 (1), pp.139-163. ⟨hal-02020146⟩
123 Consultations
85 Téléchargements

Altmetric

Partager

More