Discrete Optimal Control: Second Order Optimality Conditions (Q3147458)

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Discrete Optimal Control: Second Order Optimality Conditions
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    Discrete Optimal Control: Second Order Optimality Conditions (English)
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    7 May 2003
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    discrete maximum principle
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    linear Hamiltonian difference system
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    discrete quadratic functional
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    accessory problem
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    optimality condition
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    conjugate interval
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    Riccati difference equation
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    discrete optimal control
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