Discrete maximum principle (Q5896331)

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scientific article; zbMATH DE number 3855843
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Discrete maximum principle
scientific article; zbMATH DE number 3855843

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    Discrete maximum principle (English)
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    1984
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    The general method of subdifferentiation developed in the author's previous paper [Sov. Math., Dokl. 23, 367-371 (1981; Zbl 0474.46002)] is applied for the derivation of necessary optimality conditions in a finite-step dynamical problem with nonsmooth data and with a vector- valued criteria. A variant of the discrete maximum principle for such a problem is formulated.
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    subdifferentiation
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    finite-step dynamical problem
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    nonsmooth data
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    discrete maximum principle
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