Quadratic conditions for bang-singular extremals

Receding horizon control, model predictive control, value function, optimality systems, Riccati equation, turnpike property.. AMS

Key-words: Optimal control; pure state and mixed control-state constraints; Pontryagin's principle; Pontryagin multipliers; second-order necessary conditions; partial relaxation..

Key-words: Stochastic optimal control, variational approach, first and second order optimality conditions, polyhedric constraints, final state constraints.. ∗ INRIA-Saclay and CMAP,

In Section III, we state our main result (Theorem 3.1) about first and second order optimality conditions: it provides a first order optimality condition in Pontryagin’s form as well

L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des

We now apply the previous results in the framework of optimal control theory, in order to derive necessary and/or sufficient second order optimality conditions.. L ∞ local

L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des

Orbital transfer, time optimal control, Riemannian systems with drift, conjugate points.. 1 Available