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Global Optimality Conditions for Optimal Control Problems with Functions of A.D. Alexandrov

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Abstract

The Nonconvex Optimal Control Problem with functions represented by the difference of two convex functions in terminal and integrand parts is considered. Global optimality conditions, bound up with the Pontryagin maximum principle, are proved, discussed, and illustrated by examples.

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Acknowledgements

The work is supported by the Russian Foundation for Basic Research (grant No. 13-01-92201-Mong_a).

The author expresses his particular gratitude to the respectable reviewers whose valuable comments helped to considerably improve the presentation of the paper.

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Correspondence to Alexander S. Strekalovsky.

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Strekalovsky, A.S. Global Optimality Conditions for Optimal Control Problems with Functions of A.D. Alexandrov. J Optim Theory Appl 159, 297–321 (2013). https://doi.org/10.1007/s10957-013-0355-z

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