Accession Number : AD0703661
Title : NECESSARY AND SUFFICIENT CONDITIONS FOR OPTIMALITY FOR SINGULAR CONTROL PROBLEMS: A LIMIT APPROACH.
Descriptive Note : Technical rept.,
Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS
Personal Author(s) : Jacobson,David H. ; Speyer,Jason L.
Report Date : MAR 1970
Pagination or Media Count : 40
Abstract : Necessary and sufficient conditions for optimality for singular control problems are presented for the case where the extremal path is totally singular. The singular second variation is converted into a nonsingular one by addition of a quadratic functional of the control; a parameter 1/epsilon multiplies this added functional. By allowing epsilon to approach infinity the optimality conditions are deduced for the singular problem from the limiting optimality conditions of the synthesized nonsingular second variation. The resulting conditions are Jacobson's sufficient conditions in slightly modified form. (Author)
Descriptors : (*CONTROL SYSTEMS, MATHEMATICAL MODELS), MATRICES(MATHEMATICS), CALCULUS OF VARIATIONS, DIFFERENTIAL EQUATIONS, OPTIMIZATION, THEOREMS
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE