Open AccessSECOND-ORDER NECESSARY CONDITIONS FOR AN OPTIMAL CONTROL PROBLEM WITH STATE CONSTRAINTS
Author(s) -
Yukihiro Maruyama
Publication year - 1990
Publication title -
bulletin of informatics and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2435-743X
pISSN - 0286-522X
DOI - 10.5109/13410
Subject(s) - state (computer science) , order (exchange) , mathematics , mathematical optimization , control (management) , optimal control , computer science , algorithm , economics , artificial intelligence , finance
We study second-order necessary conditions for an optimal control problem with state constraints. The necessary conditions involve an extra term besides the second derivative of the Lagrange function in the sense of mathematical programming. The extra term is expressed as the Lebesgue integral of some upper-semi continuous function.
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