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Rapport (Rapport De Recherche) Année : 2014

Second order analysis of state-constrained control-affine problems

Résumé

In this article we establish new second order necessary and suffi-cient optimality conditions for a class of control-affine problems with a scalar control and a scalar state constraint. These optimality conditions extend to the constrained state framework the Goh transform, which is the classical tool for obtaining an extension of the Legendre condition. We propose a shooting algorithm to solve numerically this class of problems and we provide a suffi-cient condition for its local convergence. We provide examples to illustrate the theory.
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Dates et versions

hal-01081111 , version 1 (07-11-2014)
hal-01081111 , version 2 (22-12-2015)

Identifiants

  • HAL Id : hal-01081111 , version 1

Citer

Maria Soledad Aronna, J. Frederic Bonnans, Bean San Goh. Second order analysis of state-constrained control-affine problems. [Research Report] Inria Saclay Ile de France. 2014. ⟨hal-01081111v1⟩
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