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Feasible perturbations of control systems with pure state constraints and applications to second-order optimality conditions

机译:具有纯状态约束的控制系统的可能摄动及其对二阶最优性条件的应用

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摘要

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.
机译:对于具有非常笼统的状态和控制约束的最优控制问题,我们提出了二阶必要的最优性条件,这些条件在数据的弱规律性假设下仍然成立。特别地,纯状态约束是一般的封闭集,最佳控制被认为仅仅是可测量的,并且动力学在时间变量中也可能是不连续的。这些结果是通过基于参考过程的二阶切线方向局部扰动的方法获得的。这种方法可以直接而简单地证明。

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