SIAM Journal on Control and Optimization, Vol.34, No.2, 635-659, 1996
Optimality Conditions for a Constrained Control Problem
This paper is devoted to the study of necessary or sufficient second-order conditions for a weak local minimum in an optimal control problem. The problem is stated in the Mayer form and includes equality constraints both on the endpoints and on the state-control trajectory. The second-order conditions are stated through an associated linear-quadratic problem.
Keywords:2ND ORDER