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Optimal periodic control: The π test revisited

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2 Author(s)
Bernstein, D.S. ; University of Michigan, Ann Arbor, MI, USA ; Gilbert, E.G.

The paper examines second-order conditions for both steady-state and dynamic optimality in a periodic control problem. It centers on the π condition of Bittanti, Fronza, and Guardabassi [2] and has three main objectives: 1) to form a π "test" for a somewhat more general problem than considered in [2]; 2) to point out that certain auxiliary conditions must be added if the results of [2] are to be valid; and 3) to explore more fully the relationships between second-order conditions for steady-state optimality and second-order conditions for optimality in the dynamic problem.

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Automatic Control, IEEE Transactions on  (Volume:25 ,  Issue: 4 )