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Mathematics Colloquium


Date:  Tuesday, October 22, 2013

Title:  Second Order Optimality Conditions in Optimal Control under State Constraints

Abstract:  In this talk I will discuss second-order necessary optimality conditions in deterministic optimal control. The developed approach is primal and is based on the second order variational analysis involving first and second order tangents. The presence of state constraints is handled thanks to a recent Neighboring Feasible Trajectories Theorem providing estimates of the distance between trajectories violating state constraints and viable trajectories. As a consequence, a new pointwise second order condition verified by the adjoint state of the maximum principle is obtained. When the state constraints are absent, this approach leads to extensions of the Goh type conditions to closed sets of controls.

Speaker:  Hélène Frankowska
Institution:  Université Pierre et Marie Curie, Paris 6


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