Accession Number : AD0693535
Title : SUFFICIENT CONDITIONS FOR NON-NEGATIVITY OF THE SECOND VARIATION IN SINGULAR AND NONSINGULAR CONTROL PROBLEMS.
Descriptive Note : Technical rept.,
Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS
Personal Author(s) : Jacobson,D. H.
Report Date : AUG 1969
Pagination or Media Count : 38
Abstract : Sufficient conditions for non-negativity of the second variation in singular and nonsingular control problems are presented; these conditions are in the form of equalities and differential inequalities. Control problem examples illustrate the use of the new conditions. The relationships of the new conditions to existing necessary conditions of optimality for singular and nonsingular problems are discussed. When applied to nonsingular control problems, it is shown that the conditions are sufficient to ensure the boundedness of the solution of the well-known matrix Riccati differential equation; these conditions are less stringent than those known heretofore. (Author)
Descriptors : (*CONTROL SYSTEMS, INEQUALITIES), DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), NONLINEAR SYSTEMS, OPTIMIZATION
Subject Categories : Theoretical Mathematics
Test Facilities, Equipment and Methods
Distribution Statement : APPROVED FOR PUBLIC RELEASE