Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions

We propose second-order necessary optimality conditions for optimal control problems with very general state and control constraints which hold true under weak regularity assumptions on the data. In particular the pure state constraints are general closed sets, the optimal control is supposed to be...

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Veröffentlicht in:Applied mathematics & optimization 2013-10, Vol.68 (2), p.219-253
1. Verfasser: Hoehener, Daniel
Format: Artikel
Sprache:eng
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Zusammenfassung:We propose second-order necessary optimality conditions for optimal control problems with very general state and control constraints which hold true under weak regularity assumptions on the data. In particular the pure state constraints are general closed sets, the optimal control is supposed to be merely measurable and the dynamics may be discontinuous in the time variable as well. These results are obtained by an approach based on local perturbations of the reference process by second-order tangent directions. This method allows direct and quite simple proofs.
ISSN:0095-4616
1432-0606
DOI:10.1007/s00245-013-9204-6