Second-Order Necessary/Sufficient Conditions for Optimal Control Problems in the Absence of Linear Structure

Hongwei Lou

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arXiv · 1008.1020

Second-Order Necessary/Sufficient Conditions for Optimal Control Problems in the Absence of Linear Structure

Hongwei Lou

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Abstract

Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient condition for a local minimizer is also given.

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Hongwei Lou. 2010-08-05. Second-Order Necessary/Sufficient Conditions for Optimal Control Problems in the Absence of Linear Structure. https://arxiv.org/abs/1008.1020

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