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Sufficient conditions in free final time optimal control problems. A comment
Authors:Atle Seierstad
Institution:Institute of Economics, University of Oslo, Boks 1095, Blindern, Oslo 3, Norway
Abstract:By an application of sufficient conditions, assume that an optimal pair (χτ(·), uτ(·)) and an adjoint function pτ(·) were found in the control problem in question with the final time τ fixed but arbitrary. Then a sufficient condition for one of these pairs, say χτ1(·), uτ1(·) to be optimal in the corresponding free final time problem is that the Hamiltonian, with (χτ(t), uτ(τ?), pτ(τ), τ) inserted, is nonnegative (nonpositive) to the left (right) of τ1.
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