SUFFICIENT CONDITIONS FOR NON-NEGATIVITY OF THE SECOND VARIATION IN SINGULAR AND NONSINGULAR CONTROL PROBLEMS.
Abstract
Sufficient conditions for non-negativity of the second variation in singular and nonsingular control problems are presented; these conditions are in the form of equalities and differential inequalities. Control problem examples illustrate the use of the new conditions. The relationships of the new conditions to existing necessary conditions of optimality for singular and nonsingular problems are discussed. When applied to nonsingular control problems, it is shown that the conditions are sufficient to ensure the boundedness of the solution of the well-known matrix Riccati differential equation; these conditions are less stringent than those known heretofore. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1969
- Accession Number
- AD0693535
Entities
People
- D. H. Jacobson
Organizations
- Harvard University