First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function

DOI10.1007/s11117-012-0183-7zbMath1271.39001OpenAlexW2093509308MaRDI QIDQ369617

Svetlana Ya. Gorokhovik, Valentin V. Gorokhovik, Boban Marinković

Publication date: 19 September 2013

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-012-0183-7

zbMATH Keywords

optimal controldiscrete-time systemEuler conditionfirst and second optimality conditionsnonnegativity of second variationvector-valued objective function

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Discrete-time control/observation systems (93C55) Discrete version of topics in analysis (39A12) Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items (5)

On the theory of necessary optimality conditions in discrete systems ⋮ On an eigenvalue for the Laplace operator in a disk with Dirichlet boundary condition on a small part of the boundary in a critical case ⋮ Necessary first- and second-order optimality conditions in discrete systems with a delay in control ⋮ First- and second-order necessary conditions with respect to components for discrete optimal control problems ⋮ On necessary optimality conditions in discrete control systems

Cites Work

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