Global Optimality Conditions for Nonnormal Control Problems
- 1 September 1985
- journal article
- Published by Oxford University Press (OUP) in IMA Journal of Mathematical Control and Information
- Vol. 2 (3) , 241-250
- https://doi.org/10.1093/imamci/2.3.241
Abstract
A sufficient condition for optimality, involving a solution to the Hamilton—Jacobi equation, is well known. We provide here a modification of such a condition. This is expressed in terms of a sequence of locally Lipschitz-continuous functions which are extended solutions of the Hamilton-Jacobi equation. The condition is necessary as well as sufficient for optimality for a large class of problems, including nonnormal ones. The optimality condition admits simple constructive proofs in contrast to earlier, related conditions.Keywords
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