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Sufficient second-order conditions for bang-bang control problems

Abstract: We provide sufficient optimality conditions for optimal control problems with bang-bang controls. Building on a structural assumption on the adjoint state, we additionally need a weak second-order condition. This second-order condition is formulated with functions from an extended critical cone, and it is equivalent to a formulation posed on measures supported on the set where the adjoint state vanishes. If our sufficient optimality condition is satisfied, we obtain a local quadratic growth condition in L1(?)

 Authorship: Casas E., Wachsmuth D., Wachsmuth G.,

 Fuente: SIAM Journal on Control and Optimization, 2017, 55(5), 3066-3090

 Publisher: Society for Industrial and Applied Mathematics

 Year of publication: 2017

 No. of pages: 25

 Publication type: Article

 DOI: 10.1137/16M1099674

 ISSN: 0363-0129,1095-7138

 Spanish project: MTM2014-57531-P

Authorship

WACHSMUTH, DANIEL

WACHSMUTH, GERD