Sufficient Optimality Conditions for Optimal Control Subject to State Constraints

Kazimierz Malanowski · SIAM Journal on Control and Optimization · 1997

Strong second-order sufficient optimality conditions (SSC) are derived for optimal control problems of systems described by nonlinear ODEs subject to mixed control-state and pure state constraints. The obtained SSC are expressed in terms of a modified Legendre--Clebsch condition and the associated Riccati equation. The role of SSC in stability analysis of solutions to parametric optimal control problems is briefly discussed.

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