Second-order necessary/sufficient conditions for optimal control problems in the absence of linear structure

Pages: 1445 - 1464, Volume 14, Issue 4, November 2010

doi:10.3934/dcdsb.2010.14.1445       Abstract        Full Text (215.7K)       Related Articles

Hongwei Lou - School of Mathematical Sciences and LMNS, Fudan University, Shanghai 200433, China (email)

Abstract: Second-order necessary conditions for optimal control problems are considered, where the "second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient condition for a local minimizer is also given.

Keywords:  optimal control, second-order necessary conditions, sufficient conditions, ordinary differential equations.
Mathematics Subject Classification:  Primary: 49K15, 34H05; Secondary: 93C15.

Received: October 2009;      Revised: February 2010;      Published: August 2010.