Theory and Applications of Optimal Bang-bang and Singular Control Problems
نویسنده
چکیده
where λ ∈ IR denotes the adjoint variable and μ is the multiplier for the control-state constraint. For this control problem, second–order sufficient conditions, sensitivity analysis and real– time control techniques have been extensively studied in the literature under the assumption that the strict Legendre condition Huu[t] ≥ cIm , c > 0, holds; c.f., e.g., Dontchev, Hager [3], Malanowski, Maurer [7], Büskens, Maurer [2], Maurer, Augustin [9]. The situation is different for optimal control problems where all control components appear linearly. In this case, the strict Legendre conditions is violated. The dynamics then has the form
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