一类具有不等式控制约束的最优控制问题的弱局部极小值的二阶充分条件

Q4 Engineering
N. Osmolovskii
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引用次数: 1

摘要

摘要本文研究了一类控制约束G(u)≤0的简单最优控制问题存在弱局部极小值的二阶充分条件。在一个更一般的问题中,作者已经得到了一个类似的二阶条件。在本文中,我们希望采取比以前更狭窄的视角,从而提供更简短和更简单的证明。此外,本文使用了集合U的一阶和二阶切线,由不等式G(U)≤0定义。证明的主要困难,在文中清楚地表明,是指哈密顿函数的梯度Hu很小,但满足哈密顿函数的二次增长条件的集合。本文具有自我解释的价值,并为扩展提供了基础。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A second-order sufficient condition for a weak local minimum in an optimal control problem with an inequality control constraint
Abstract This paper is devoted to a sufficient second-order condition for a weak local minimum in a simple optimal control problem with one control constraint G(u) ≤ 0, given by a C2-function. A similar second-order condition was obtained earlier by the author for a strong minimum in a much more general problem. In the present paper, we would like to take a narrower perspective than before and thus provide shorter and simpler proofs. In addition, the paper uses the first and second order tangents to the set U, defined by the inequality G(u) ≤ 0. The main difficulty of the proof, clearly shown in the paper, refers to the set, where the gradient Hu of the Hamiltonian is small, but the condition of quadratic growth of the Hamiltonian is satisfied. The paper can be valuable for self-explanation and provides a basis for extensions.
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来源期刊
Control and Cybernetics
Control and Cybernetics 工程技术-计算机:控制论
CiteScore
0.50
自引率
0.00%
发文量
0
期刊介绍: The field of interest covers general concepts, theories, methods and techniques associated with analysis, modelling, control and management in various systems (e.g. technological, economic, ecological, social). The journal is particularly interested in results in the following areas of research: Systems and control theory: general systems theory, optimal cotrol, optimization theory, data analysis, learning, artificial intelligence, modelling & identification, game theory, multicriteria optimisation, decision and negotiation methods, soft approaches: stochastic and fuzzy methods, computer science,
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