Title :
A new condition for global optimality in optimal control theory
Author_Institution :
Imperial College of Science and Technology, London
Abstract :
We consider how a well-known sufficient condition for global optimality, expressed in terms of a continuously differentiable function ?? satisfying a certain partial differential inequality, may be modified to broaden its applicability. We present a new condition in which ?? is permitted to be Lipschitz continuous. The new condition always applies under a certain ´calmness´ hypothesis, a local version of which has previously arisen in the literature as the weakest available hypothesis assuring non-triviality of the Pontryagin Maximum Principle multipliers.
Keywords :
Optimal control;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269489