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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2014, Number 8, Pages 96–102
(Mi ivm8924)
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This article is cited in 6 scientific papers (total in 6 papers)
Brief communications
Sufficient optimality conditions for extremal controls based on functional increment formulas
V. A. Srochko, V. G. Antonik Chair of Computational Mathematics and Mechanics, Irkutsk State University, 1 K. Marks str., Irkutsk, 664003 Russia
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.
Received: 31.01.2014
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
Linking options:
https://www.mathnet.ru/eng/ivm8924 https://www.mathnet.ru/eng/ivm/y2014/i8/p96
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