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Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions
Authors:Daniel Hoehener
Affiliation:1. Combinatoire & Optimisation, Institut de Mathématiques de Jussieu (UMR 7586), Université Pierre et Marie Curie, 4 place Jussieu, 75252, Paris cedex 05, France
Abstract:We propose second-order necessary optimality conditions for optimal control problems with very general state and control constraints which hold true under weak regularity assumptions on the data. In particular the pure state constraints are general closed sets, the optimal control is supposed to be merely measurable and the dynamics may be discontinuous in the time variable as well. These results are obtained by an approach based on local perturbations of the reference process by second-order tangent directions. This method allows direct and quite simple proofs.
Keywords:
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