Quadratic conditions for bang-singular extremals

Maria Soledad Aronna; J. Frederic Bonnans; Andrei V. Dmitruk; Pablo Lotito

inria-00605128, version 2

Quadratic conditions for bang-singular extremals

Maria Soledad Aronna () ^1, 2, 3, J. Frederic Bonnans () ^1, 2, Andrei V. Dmitruk () ^4, 5, Pablo Lotito ⁶

N° RR-7664 (2011)

Résumé : This paper deals with optimal control problems for systems affine in the control variable. We consider nonnegativity constraints on the control, and finitely many equality and inequality constraints on the final state. First, we obtain second order necessary optimality conditions. Secondly, we derive a second order sufficient condition for the scalar control case.

1 : COMMANDS (INRIA Saclay - Ile de France)
INRIA – CNRS : UMR7641 – Polytechnique - X – ENSTA ParisTech
2 : Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP)
Polytechnique - X – CNRS : UMR7641
3 : Centro Internacional Franco Argentino de Ciencias de la Información y de Sistemas (CIFASIS)
CONICET and Universidad Nacional de Rosario and Universidad Paul Cézanne Aix-Marseille III
4 : Central Economics and Mathematics Institute (CEMI)
Russian Academy of Science
5 : Faculty of Computational Mathematics and Cybernetics (Lomonosov Moscow State University)
Moscow State University
6 : Plasmas Densos Magnetizados (PLADEMA)
CONICET – Universidad Nacional del Centro de la Provincia de Buenos Aires

inria-00605128, version 2
http://hal.inria.fr/inria-00605128
oai:hal.inria.fr:inria-00605128
Contributeur : Maria Soledad Aronna <>
Soumis le : Mardi 26 Juin 2012, 23:43:47
Dernière modification le : Mercredi 27 Juin 2012, 09:43:06

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arXiv : 1107.0161

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