On the sufficiency of the linear maximum principle for discrete-time control problems (Q1078510)
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| Language | Label | Description | Also known as |
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| English | On the sufficiency of the linear maximum principle for discrete-time control problems |
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On the sufficiency of the linear maximum principle for discrete-time control problems (English)
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1987
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This note presents a family of linear maximum principles for the discrete-time optimal control problem, derived from the saddle-point theorem of mathematical programming. Some simple examples illustrate the applicability of the main theoretical results.
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linear maximum principles
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discrete-time optimal control
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saddle-point theorem
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