Generalized Needles and Second-Order Conditions in Optimal Control


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Abstract

Using generalized needle variations, we derive second-order necessary optimality conditions for a strong minimum in an optimal control problem with endpoint constraints of general form.

About the authors

E. R. Avakov

V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences; Faculty of Mechanics and Mathematics

Author for correspondence.
Email: eramag@mail.ru
Russian Federation, Profsoyuznaya ul. 65, Moscow, 117997; Moscow, 119991

G. G. Magaril-Il’yaev

Faculty of Mechanics and Mathematics; Institute for Information Transmission Problems (Kharkevich Institute); Southern Mathematical Institute — the Affiliate of Vladikavkaz Scientific Centre of the Russian Academy of Sciences

Author for correspondence.
Email: magaril@mech.math.msu.su
Russian Federation, Moscow, 119991; Bol’shoi Karetnyi per. 19, str. 1, Moscow, 127051; ul. Vatutina 53, Vladikavkaz, 362025

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