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Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations

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Abstract

Motivated by our recent works on optimality conditions in optimal control problems under a nonconvex cost function, in this paper, we study second-order necessary optimality conditions for an optimal control problem with a nonconvex cost function, nonlinear state equation and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for an optimal control problem.

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Acknowledgements

This research is funded by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under grant number 101.01-2021.02.

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  1. School of Applied Mathematics and Informatics Hanoi University of Science and Technology, 1 Dai Co Viet, Hanoi, Vietnam

    N. T. Toan & L. Q. Thuy

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  1. N. T. Toan
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  2. L. Q. Thuy
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Toan, N.T., Thuy, L.Q. Second-order necessary optimality conditions for an optimal control problem with nonlinear state equations. Positivity 26, 20 (2022). https://doi.org/10.1007/s11117-022-00898-x

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