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A second-order Lagrangian condition for restricted control problems

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Abstract

We derive a second-order condition for optimal control problems defined by ordinary differential equations with time-varyingconvex restrictions on controls and with endpoint constraints. This condition generalizes theaccessory minimum problem of the calculus of variations.

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References

  1. Bliss, G. A.,Lectures on the Calculus of Variations, The University of Chicago Press, Chicago, Illinois, 1946.

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  2. Warga, J.,A Second-Order Condition That Strengthens Pontryagin's Maximum Principle, Journal of Differential Equations (to appear).

  3. Warga, J.,Optimal Control of Differential and Functional Equations, Academic Press, New York, New York, 1972.

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Communicated by L. D. Berkovitz

This research was partially supported by Grant No. MCS 76-06756 of the National Science Foundation.

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Warga, J. A second-order Lagrangian condition for restricted control problems. J Optim Theory Appl 24, 475–483 (1978). https://doi.org/10.1007/BF00932890

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  • DOI: https://doi.org/10.1007/BF00932890

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