Abstract:
We consider optimal control problem without terminal constraints. With the help of nonstandard functional increment formulas we introduce definitions of strongly extremal controls. Such controls are optimal in linear and quadratic problems. In general case, an optimality property is provided with concavity condition of Pontryagin's function with respect to phase variables.
Keywords:
optimal control problem, the maximum principle, sufficient optimality conditions.
Citation:
V. A. Srochko, V. G. Antonik, “Sufficient optimality conditions for extremal controls based on functional increment formulas”, Izv. Vyssh. Uchebn. Zaved. Mat., 2014, no. 8, 96–102; Russian Math. (Iz. VUZ), 58:8 (2014), 78–83
This publication is cited in the following 6 articles:
Antonik V.G. Arguchintsev A.V., “to the 75Th Anniversary of the Birth of Professor V. a. Srochko”, Bull. Irkutsk State Univ.-Ser. Math., 34 (2020), 126–134
E. V. Aksenyushkina, “Optimality conditions in a problem of linear controlled system with bilinear functional”, Russian Math. (Iz. VUZ), 62:7 (2018), 53–57
V. A. Srochko, “Prosteishaya nevypuklaya zadacha upravleniya. Printsip maksimuma i dostatochnye usloviya optimalnosti”, Izvestiya Irkutskogo gosudarstvennogo universiteta. Seriya Matematika, 19 (2017), 184–194
V. A. Srochko, V. G. Antonik, “Optimality conditions for extremal controls in bilinear and quadratic problems”, Russian Math. (Iz. VUZ), 60:5 (2016), 75–80
V. G. Antonik, V. A. Srochko, “Optimality conditions of the maximum principle type in bilinear control problems”, Comput. Math. Math. Phys., 56:12 (2016), 2023–2034
E. V. Aksenyushkina, V. A. Srochko, “Sufficient optimality conditions for a class of nonconvex control problems”, Comput. Math. Math. Phys., 55:10 (2015), 1642–1652