Taiwanese Journal of Mathematics

Second-order Necessary Optimality Conditions for an Optimal Control Problem

Toan Nguyen and Thuy Le

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Abstract

Second-order necessary optimality conditions for an optimal control problem with a nonconvex cost function and state-control constraints are studied in this paper. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we obtain second-order necessary optimality conditions for an optimal control problem.

Article information

Source
Taiwanese J. Math., Advance publication (2019), 40 pages.

Dates
First available in Project Euclid: 18 April 2019

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1555552827

Digital Object Identifier
doi:10.11650/tjm/190403

Subjects
Primary: 49J15: Optimal control problems involving ordinary differential equations 49J21: Optimal control problems involving relations other than differential equations 49K21: Problems involving relations other than differential equations 90C90: Applications of mathematical programming 93C05: Linear systems

Keywords
first-order optimality condition second-order optimality condition optimal control problem mixed constraint

Citation

Nguyen, Toan; Le, Thuy. Second-order Necessary Optimality Conditions for an Optimal Control Problem. Taiwanese J. Math., advance publication, 18 April 2019. doi:10.11650/tjm/190403. https://projecteuclid.org/euclid.twjm/1555552827


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