The Riccati Equation for Optimal Control Problems with Mixed State-Control Constraints: Necessity and Sufficiency

作者: Vera Zeidan

DOI: 10.1137/S0363012992233640

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摘要: The goal of this paper is to conduct a complete study second-order conditions for the optimal control problem with mixed state-control constraints. conjugate point theory presented and necessary condition in terms corresponding Riccati equation obtained. Sufficiency criteria are developed strengthened conditions, including equation. results generalize known ones pure constraints as well

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