Summary
This paper gives sufficient conditions for a class of bang-bang extremals with multiple switches to be locally optimal in the strong topology. The conditions are the natural generalizations of the ones considered in [4, 11] and [12]. We require both the strict bang-bang Legendre condition, a non degeneracy condition at multiple switching times, and the second order conditions for the finite dimensional problems obtained by moving the switching times of the reference trajectory.
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Poggiolini, L., Spadini, M. (2008). Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem. In: Sarychev, A., Shiryaev, A., Guerra, M., Grossinho, M.d.R. (eds) Mathematical Control Theory and Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-69532-5_19
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DOI: https://doi.org/10.1007/978-3-540-69532-5_19
Publisher Name: Springer, Berlin, Heidelberg
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