The Generalized Legendre-Clebsch Condition on state/control constrained arcs

Abstract

An extension of the Generalized Legendre-Clebsch Condition is obtained for problems with singular control along arcs with active state or control constraints. This is achieved by first transforming the Accessory Minimum Problem associated with constrained singular arcs into an unconstrained singular, linear quadratic problem. In a second step whose theorems and proofs are largely based on Goh's work (1966), necessary conditions are derived for such singular linear quadratic problems to yield nonnegative cost.