First and second order necessary optimality conditions for discrete optimal control problems

Authors

  • Boban Marinković Faculty of Mining and Geology, Belgrade

DOI:

https://doi.org/10.2298/YJOR0602153M

Keywords:

discrete optimal control, mathematical programming, abnormal extremal

Abstract

Discrete optimal control problems with varying endpoints are considered. First and second order necessary optimality conditions are obtained without normality assumptions.

References

Arutyunov, A.V. (1997) Optimality conditions: Abnormal and Degenerate Problems. Moscow, in Russian

Arutyunov, A.V. (2000) Second order conditions in optimal control problems. Doklady Math, 371 (1) 10-13

Avakov, E.R. (1985) Extremum conditions in smooth problems with equality type of constraints. Comput. Math. and Math. Phys, 25 (5), str. 690-693

Boltyanskii, V.G. (1973) Optimal control of discrete systems. Moscow, in Russian

Hilscher, R., Zeidan, V. (2002) Discrete optimal control: Second order optimality conditions. Journal of Difference Equations and Applications, Oct2002, Vol. 8 Issue 10, p865-886 (22p)

Ioffe, A.D., Tikhomirov, V.M. (1974) Theory of external problems. Moskva, itd: Nauka, (in Russian)

Propoii, A.I. (1973) Elements of the theory of optimal discrete processes. Moscow, in Russian

Vasilev, F.P. (1988) Numerical methods of optimal control problems. Moscow, in Russian

Vasilev, F.P. (2002) Optimization methods. Moscow, in Russian

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Published

2006-09-01

Issue

Vol. 16 No. 2 (2006)

Section

Research Articles

License

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