NECESSARY AND SUFFICIENT CONDITIONS FOR OPTIMALITY FOR SINGULAR CONTROL PROBLEMS: A LIMIT APPROACH.
Abstract
Necessary and sufficient conditions for optimality for singular control problems are presented for the case where the extremal path is totally singular. The singular second variation is converted into a nonsingular one by addition of a quadratic functional of the control; a parameter 1/epsilon multiplies this added functional. By allowing epsilon to approach infinity the optimality conditions are deduced for the singular problem from the limiting optimality conditions of the synthesized nonsingular second variation. The resulting conditions are Jacobson's sufficient conditions in slightly modified form. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1970
- Accession Number
- AD0703661
Entities
People
- David H. Jacobson
- Jason L. Speyer
Organizations
- Harvard University