Transformation of quadratic forms to perfect squares for broken extremals

Abstract

In this paper we study a quadratic form which corresponds to an extremal with piecewise continuous control in variational problems. This form, compared with the classical one, has some new terms connected with the set Θ of all points of discontinuity of the control. Its positive definiteness is a sufficient optimality condition for broken extremals. We show that if there exists a solution to corresponding Riccati equation satisfying some jump condition at each point of the set Θ, then the quadratic form can be transformed to a perfect square, just as in the classical case. As a result we obtain sufficient conditions for positive definiteness of the quadratic form in terms of the Riccati equation and hence, sufficient optimality conditions for broken extremals.