Conjugate points and shocks in nonlinear optimal control-Reference-Cited by-同舟云学术

Conjugate points and shocks in nonlinear optimal control

Published:1996 Issue:8 Volume:348 Page:3133-3153
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Caroff N.,Frankowska H.

Abstract

We investigate characteristics of the Hamilton-Jacobi-Bellman equation arising in nonlinear optimal control and their relationship with weak and strong local minima. This leads to an extension of the Jacobi conjugate points theory to the Bolza control problem. Necessary and sufficient optimality conditions for weak and strong local minima are stated in terms of the existence of a solution to a corresponding matrix Riccati differential equation.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/1996-348-08/S0002-9947-96-01577-2/S0002-9947-96-01577-2.pdf

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