Abstract
The optimal control problem is extended to the case where the performance index, the differential constraints, and the prescribed final conditions contain parameters. The sufficient condition for a minimum is derived for nonsingular problems using the sweep method. As expected, it involves the finiteness of a matrix or the location of the conjugate point. The minimum-time navigation problem is solved as a fixed final time problem to illustrate the application of the theory.
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Hull, D.G. Sufficiency for Optimal Control Problems Involving Parameters. Journal of Optimization Theory and Applications 97, 579–590 (1998). https://doi.org/10.1023/A:1022638025267
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DOI: https://doi.org/10.1023/A:1022638025267