First- and second-order necessary conditions with respect to components for discrete optimal control problems

DOI10.1016/j.cam.2019.112342zbMath1430.49017OpenAlexW2958736805MaRDI QIDQ2279886

Telman K. Melikov, Misir J. Mardanov, Samin T. Malik, Kamran Malikov

Publication date: 16 December 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/25096/7/1-s2.0-S0377042719303395-main.pdf

zbMATH Keywords

optimal controlnecessary conditionssecond-order optimality conditionsdiscrete maximum principle with respect to componentssingular and quasi-singular controls with respect to components

Mathematics Subject Classification ID

Optimality conditions for free problems in two or more independent variables (49K10)

Related Items (7)

First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems ⋮ OPTIMAL CONTROL OF SEMILINEAR HIGHER-ORDER DIFFERENTIAL INCLUSIONS ⋮ Second‐order necessary optimality conditions for discrete‐time stochastic systems ⋮ On necessary optimality conditions for discrete control systems ⋮ Discrete maximum principle in systems with a delay in control ⋮ A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type ⋮ On duality in convex optimization of second-order differential inclusions with periodic boundary conditions

Cites Work

• First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function
• Optimal control of discrete systems involving delays
• Discrete time Pontryagin principles with infinite horizon
• A new discrete analogue of Pontryagin's maximum principle
• On the necessary condition for optimal control of nonlinear systems
• The necessary and sufficient conditions for optimality of discrete control systems
• The maximum principle for discrete control systems
• Theory of necessary conditions for optimality for discrete systems
• On necessary optimality conditions in discrete control systems
• Infinite-Horizon Optimal Control in the Discrete-Time Framework
• Discrete Optimal Control: Second Order Optimality Conditions
• Some Clarifications on the Transversality Condition
• Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems
• Discretional Convexity and the Maximum Principle for Discrete Systems
• The theory of optimum processes in discrete systems
• Set-valued analysis
• Second-order necessary optimality conditions for a discrete optimal control problem
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: First- and second-order necessary conditions with respect to components for discrete optimal control problems