Optimality Conditions for a Constrained Control Problem

Authors:
Gianna Stefani;Pierluigi Zezza
Affiliations:
-;-
Venue:
SIAM Journal on Control and Optimization
Year:
1996

Citing 0
Cited 3

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An Extension of the Schwarzkopf Multiplier Rule in Optimal Control

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Abstract

This paper is devoted to the study of necessary or sufficient second-order conditions for a weak local minimum in an optimal control problem. The problem is stated in the Mayer form and includes equality constraints both on the endpoints and on the state-control trajectory. The second-order conditions are stated through an associated linear--quadratic problem.