Sufficient conditions of Krotov type in discrete two-parameter systems (Q1075585)

Let us consider the minimization of the following functional \[ (1)\quad S(u,z)=\psi (z,(T,X))+\sum^{T-1}_{t=t_ 0}\sum^{X-1}_{x=x_ 0}F(t,x,z(t,x)\quad,z(t+1),x),z(t,x+1),u(t,x)) \] on a set \(\Omega\) of pairs (z(t,x), u(t,x)) of functions of integer arguments t and x defined on the points of a mesh \(D=\{(t,x)\); \(t=t_ 0,t_ 0+1,...,T\); \(x=x_ 0,x_ 0+1,...,X\}\), such that \[ (2)\quad z(t+1,x+1)=f(t,x,z(t,x),z(t+1,x),z(t,x+1),u((t,x)),\quad z(t_ 0,x)=a(x),\quad x=x_ 0,x_ 0+1,...,X, \] \[ (3)\quad z(t,x_ 0)=b(t),\quad t=t_ 0,t_ 0+1,...,T,\quad a(x_ 0)=b(t_ 0), \] \[ (4)\quad z(t,x)\in Z(t,x),\quad z(t+1,x)\in Z(t+1,x),\quad z(t,x+1)\in Z(t,x+1), \] \[ u(t,x)\in U(t,x),\quad (t,x)\in \bar D=\{(t,x):\quad t=t_ 0,...,T-1;\quad x=x_ 0,...,X-1\}, \] where z(t,x), \(z(t+1,x)\) and \(z(t,x+1)\) are assigned sets in \(R^ n\), and U(t,x) is an assigned set in \(R^ 2.\) The paper proves the following result: If a pair (z\(\circ (t,x),u\circ (t,x)\in \Omega\) satisfies the extended maximum principle (defined in the paper) and if it minimizes the functional \[ K(\psi,\lambda,z)=\sum^{T- 1}_{t=t_ 0}\lambda (t,X,z(t,X),z(t+1,X))+ \] \[ \sum^{X- 1}_{x=x_ 0}\psi (T,x,z(T,x),z(T,x-1))+\psi (z(T,X)), \] where the functions \(\psi (t+1,x,z(t+1,x),z(t+1,x+1))\), \(\lambda (t,x+1,z(t,x+1),z(t+1,x+1))\) are defined on an open subset of the space \(R^{2n+2}\), then it will be an absolute minimum of the functional (1) under the constraints (2)-(4). Furthermore, from this result and under additional assumptions some counterparts of the Bellman and Euler-Lagrange equations are obtained.