CONJUGATE-POINTS AND SHOCKS IN NONLINEAR OPTIMAL-CONTROL

Authors
CAROFF N FRANKOWSKA H
Citation
N. Caroff et H. Frankowska, CONJUGATE-POINTS AND SHOCKS IN NONLINEAR OPTIMAL-CONTROL, Transactions of the American Mathematical Society, 348(8), 1996, pp. 3133-3153
Citations number
36
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Transactions of the American Mathematical Society → ACNP
ISSN journal
00029947
Volume
348
Issue
8
Year of publication
1996
Pages
3133 - 3153
Database
ISI
SICI code
0002-9947(1996)348:8<3133:CASINO>2.0.ZU;2-D
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 con jugate points theory to the Bolza control problem. Necessary and suffi cient optimality conditions for weak and strong local minima are state d in terms of the existence of a solution to a corresponding matrix Ri ccati differential equation.