No-gap second-order optimality conditions for optimal control problems with a single state constraint and control

• 成果类型: Article
• 署名作者: Bonnans, J. Frederic; Hermant, Audrey
• 署名单位: Institut Polytechnique de Paris; Ecole Polytechnique
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-007-0167-8
• 发表日期: 2009
• 页码: 21-50
• 关键词: Sufficient conditions; sensitivity-analysis; inequality constraints; local minimum; optimization problems; tangent sets; SPACE; 1st

摘要

The paper deals with optimal control problems with only one control variable and one state constraint, of arbitrary order. We consider the case of finitely many boundary arcs and touch times. We obtain a no-gap theory of second-order conditions, allowing to characterize second-order quadratic growth.