Second-Order Necessary/Sufficient Conditions for Optimal Control Problems in the Absence of Linear Structure
Optimization and Control
2010-08-06 v1
Abstract
Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient condition for a local minimizer is also given.
Keywords
Cite
@article{arxiv.1008.1020,
title = {Second-Order Necessary/Sufficient Conditions for Optimal Control Problems in the Absence of Linear Structure},
author = {Hongwei Lou},
journal= {arXiv preprint arXiv:1008.1020},
year = {2010}
}