Optimality conditions for the minimal time problem for Complementarity Systems
Abstract
In this paper, we tackle the minimal time problem for systems with complementarity constraints. First we derive some necessary conditions that need to be satisfied by a local minimizer. They are written in terms of stationarity and Weierstrass conditions. A special focus is then made on Linear Complementary Systems, and we investigate a bang-bang property. Finally, the results are completed by a Hamilton-Jacobi-Bellman equation, giving necessary and sufficient conditions of optimality.
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