Sufficient conditions for a control to be a strong minimum |
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Authors: | D. Q. Mayne |
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Affiliation: | (1) Department of Computing and Control, Imperial College of Science and Technology, London, England |
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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 theL-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). |
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Keywords: | Optimal control theory sufficient conditions strong local optimality strong local minimality Hamilton-Jacobi equation |
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