Second-order sufficient conditions for strong solutions to optimal control problems.

Authors
  • BONNANS Joseph frederic
  • DUPUIS Xavier
  • PFEIFFER Laurent
  • FREDERIC BONNANS J.
Publication date
2014
Publication type
Journal Article
Summary In this report, given a reference feasible trajectory of an optimal control problem, we say that the quadratic growth property for bounded strong solutions holds if the cost function of the problem has a quadratic growth over the set of feasible trajectories with a bounded control and with a state variable sufficiently close to the reference state variable. Our sufficient second-order optimality conditions in Pontryagin form ensure this property and ensure a fortiori that the reference trajectory is a bounded strong solution. Our proof relies on a decomposition principle, which is a particular second-order expansion of the Lagrangian of the problem.
Publisher
EDP Sciences
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