Discrete Optimal Control: Second Order Optimality Conditions
From MaRDI portal
Publication:3147458
DOI10.1080/1023619021000000951zbMath1010.49021MaRDI QIDQ3147458
Roman Šimon Hilscher, Vera Zeidan
Publication date: 7 May 2003
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1023619021000000951
discrete maximum principle; optimality condition; Riccati difference equation; discrete optimal control; discrete quadratic functional; linear Hamiltonian difference system; accessory problem; conjugate interval
93C55: Discrete-time control/observation systems
49N10: Linear-quadratic optimal control problems
39A10: Additive difference equations
39A12: Discrete version of topics in analysis
49K99: Optimality conditions
Related Items
Coupled Intervals in the Discrete Optimal Control, Nonnegativity and positivity of quadratic functionals in discrete calculus of variations: survey, Symplectic difference systems: Variable stepsize discretization and discrete quadratic functionals
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Analysis on measure chains - a unified approach to continuous and discrete calculus
- On the sufficiency of the linear maximum principle for discrete-time control problems
- Disconjugacy for linear Hamiltonian difference systems
- Qualitative properties of Hamiltonian difference systems
- Jacobi condition for elliptic forms in Hilbert spaces
- Equivalence of discrete Euler equations and discrete Hamiltonian systems
- The \((n,n)\)-disconjugacy of a \(2n\)-th order linear difference equation
- Disconjugacy and transformations for symplectic systems
- Disconjugacy of symplectic systems and positive definiteness of block tridiagonal matrices
- Linear Hamiltonian difference systems: Disconjugacy and Jacobi-type conditions
- Discrete optimal control: The accessory problem and necessary optimality conditions
- Sufficient conditions for variational problems with variable endpoints: Coupled points
- A Conjugate Points Theory for a Nonlinear Programming Problem
- Disconjugacy, transformations and quadratic functionals for symplectic dynamic systems on time scales
- The discrete-time maximum principle : a survey and some new results
- Riccati Matrix Difference Equations and Disconjugacy of Discrete Linear Systems
- Sufficiency Criteria via Focal Points and via Coupled Points
- Positivity of Block Tridiagonal Matrices
- Quadratic functionals for second order matrix equations on time scales
- On disconjugacy for sturm-liouville difference equations
- Inhomogeneous quadratic functionals on time scales
- Reid roundabout theorem for symplectic dynamic systems on time scales
