Characterization of the Darboux Point for Particular Classes of Problems 1
نویسنده
چکیده
A minimal sufficient condition for global optimality involving the Darboux point, analogous to the minimal sufficient condition of local optimality involving the conjugate point, is presented. The Darboux point is then characterized for optimal control problems with linear dynamics, cost functionals with a general terminal state term and an integrand quadratic in the state and control, and general terminal conditions. The Darboux point is shown to be the supremum of a sequence of conjugate points. If the terminal state term is quadratic, along with a scalar quadratic boundary condition, then the Darboux point is also the time at which the Riccati matrix becomes unbounded, giving a characterization of the unboundedness of the Riccati matrix at points which are not in general conjugate points.
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