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

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

Boltyanskii, V.G., Optimal Control of Discrete Systems, Moscow, 1973 (in Russian).

Vasilev, F.P., Numerical Methods of Optimal Control Problems, Moscow, 1988 (in Russian).

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

Ioffe, A.D., and Tihomirov, V.M., Theory of Extremal Problems, Moscow 1974 (in Russian).

Propoii, A.I., Elements of the Theory of Optimal Discrete Processes, Moscow, 1973 (in Russian).

Hilscher, R., and Zeidan, V., "Discrete optimal control: second order optimality conditions", J. Differ. Equations Appl., Vol.8 (10) (2002) 875-896.

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Published

2006-09-01

Issue

Vol. 16 No. 2 (2006)

Section

Research Articles

License

Copyright (c) 2006 YUJOR

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