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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2010, Volume 16, Number 5, Pages 66–75
(Mi timm609)
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This article is cited in 5 scientific papers (total in 5 papers)
Analysis of sufficient optimality conditions with a set of Lyapunov type functions
V. A. Dykhta Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences
Abstract:
For the classical optimal control problem with general endpoints constraints new variants of the Krotov–Carathéodory type global optimality conditions and sufficient conditions of the so-called Hamilton–Jacobi canonical optimality theory are proposed and compared. These sufficient optimality conditions are obtained and formulated by using some support set of nonsmooth Lyapunov-type functions, which are strongly monotone with respect to the control dynamic system. It is proved that the sufficient optimality conditions corresponding to the canonical theory are more efficient. Some properties of Lyapunov functions from the support set are investigated.
Keywords:
sufficient optimality conditions, Lyapunov functions, Hamilton–Jacobi inequalities, support set.
Received: 06.04.2010
Citation:
V. A. Dykhta, “Analysis of sufficient optimality conditions with a set of Lyapunov type functions”, Trudy Inst. Mat. i Mekh. UrO RAN, 16, no. 5, 2010, 66–75
Linking options:
https://www.mathnet.ru/eng/timm609 https://www.mathnet.ru/eng/timm/v16/i5/p66
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Abstract page: | 309 | Full-text PDF : | 97 | References: | 45 | First page: | 14 |
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