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Sufficient optimality conditions for extremal controls based on functional increment formulas

This paper was prepared at the occasion of The 10th International Conference on Optimization: Techniques and Applications (ICOTA 2016), Ulaanbaatar, Mongolia, July 23-26,2016, with its Associate Editors of Numerical Algebra, Control and Optimization (NACO) being Prof. Dr. Zhiyou Wu, School of Mathematical Sciences, Chongqing Normal University, Chongqing, China, Prof. Dr. Changjun Yu, Department of Mathematics and Statistics, Curtin University, Perth, Australia, and Shanghai University, China, and Prof. Gerhard-Wilhelm Weber, Middle East Technical University, Ankara, Turkey.
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  • Optimal control problem without phase and terminal constraints is considered. Conceptions of strongly extremal controls are introduced on the basis of nonstandard functional increment formulas. Such controls are optimal in linear and quadratic problems. In general case optimality property is guaranteed by concavity condition of the Pontryagin function with respect to phase variables.

    Mathematics Subject Classification: 49K15.


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