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Sufficient conditions for a control to be a strong minimum
Authors:D. Q. Mayne
Affiliation:(1) Department of Computing and Control, Imperial College of Science and Technology, London, England
Abstract:The control literature either presents sufficient conditions for global optimality (for example, the Hamilton-Jacobi-Bellman theorem) or, if concerned with local optimality, restricts attention to comparison controls which are local in theLinfin-sense. In this paper, use is made of an exact expression for the change in cost due to a change in control, a natural extension of a result due to Weierstrass, to obtain sufficient conditions for a control to be a strong minimum (in the sense that comparison controls are merely required to be close in theL1-sense).
Keywords:Optimal control theory  sufficient conditions  strong local optimality  strong local minimality  Hamilton-Jacobi equation
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