Abstract
An optimal control problem, which includes restrictions on the controls and equality/inequality constraints on the terminal states, is formulated. Second-order necessary conditions of the accessory-problem type are obtained in the absence of normality conditions. It is shown that the necessary conditions generalize and simplify prior results due to Hestenes (Ref. 5) and Warga (Refs. 6 and 7).
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Communicated by W. F. Powers
Dedicated to L. Cesari
This research was sponsored by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant No. AFOSR-77-3158.
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Gilbert, E.G., Bernstein, D.S. Second-order necessary conditions in optimal control: Accessory-problem results without normality conditions. J Optim Theory Appl 41, 75–106 (1983). https://doi.org/10.1007/BF00934437
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DOI: https://doi.org/10.1007/BF00934437