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Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem

In: Mathematical Control Theory and Finance

Author

Listed:
  • Laura Poggiolini

    (Università di Firenze, Dipartimento di Matematica Applicata “G. Sansone”)

  • Marco Spadini

    (Università di Firenze, Dipartimento di Matematica Applicata “G. Sansone”)

Abstract

Summary This paper gives sufficient conditions for a class of bang-bang extremals with multiple switches to be locally optimal in the strong topology. The conditions are the natural generalizations of the ones considered in [4, 11] and [12]. We require both the strict bang-bang Legendre condition, a non degeneracy condition at multiple switching times, and the second order conditions for the finite dimensional problems obtained by moving the switching times of the reference trajectory.

Suggested Citation

  • Laura Poggiolini & Marco Spadini, 2008. "Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 337-357, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-69532-5_19
    DOI: 10.1007/978-3-540-69532-5_19
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