Characterization of a local quadratic growth of the Hamiltonian for control constrained optimal control problems

Abstract : We consider an optimal control problem with inequality control constraints given by smooth functions satisfying the hypothesis of linear independence of gradients of active constraints. For this problem, we formulate a generalization of strengthened Legendre condition and prove that this generalization is equivalent to the condition of a local quadratic growth of the Hamiltonian subject to control constraints.
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Submitted on : Thursday, March 17, 2011 - 8:06:45 AM
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J. Frédéric Bonnans, Nikolai Osmolovskii. Characterization of a local quadratic growth of the Hamiltonian for control constrained optimal control problems. Dynamics of Continuous, Discrete and Impulsive Systems, Waterloo Press, 2012, 19 (1-2), pp.1-16. ⟨inria-00577604⟩

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