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Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions

Daniel Hoehener 1
1 C&O - Equipe combinatoire et optimisation
IMJ-PRG - Institut de Mathématiques de Jussieu - Paris Rive Gauche
Abstract : We propose second-order necessary optimality conditions for optimal control problems with very general state and control constraints which hold true under weak regularity assumptions on the data. In particular the pure state constraints are general closed sets, the optimal control is supposed to be merely measurable and the dynamics may be discontinuous in the time variable as well. These results are obtained by an approach based on local perturbations of the reference process by second-order tangent directions. This method allows direct and quite simple proofs.
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https://hal.inria.fr/hal-00916566
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Submitted on : Tuesday, December 10, 2013 - 2:19:59 PM
Last modification on : Tuesday, December 15, 2020 - 4:01:12 AM

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Daniel Hoehener. Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions. Applied Mathematics and Optimization, Springer Verlag (Germany), 2013, 68 (2), pp.219-253. ⟨10.1007/s00245-013-9204-6⟩. ⟨hal-00916566⟩

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