Optimality Conditions for Weak and Strong Local Extrema in Infinite Horizon Optimal Control Problems
Nico Tauchnitz
TL;DR
This paper establishes optimality conditions for weak and strong local extrema in infinite horizon optimal control problems, considering different function spaces and convergence criteria.
Contribution
It introduces new optimality conditions for weak and strong local minimizers in infinite horizon control, including a Pontryagin Maximum Principle for trajectories converging at infinity.
Findings
Optimality conditions for weak local minimizers
Pontryagin Maximum Principle for strong local minimizers
Dependence on function space choices
Abstract
In this paper we summarize our results in infinite horizon optimal control. We present optimality conditions for weak local minimizer in the framework of weighted functions. Moreover we formulate the Pontryagin Maximum Principle for strong local minimizer for trajectories converging at infinity. The considered problems, the requirements and the results depend on the choice of the function space.
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Taxonomy
TopicsOptimization and Variational Analysis · Spacecraft Dynamics and Control · Guidance and Control Systems