Discrete optimal control: the accessory problem and necessary optimality conditions

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F00%3A00008162" target="_blank" >RIV/00216224:14310/00:00008162 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Discrete optimal control: the accessory problem and necessary optimality conditions
Original language description
In this work we derive the accessory problem for a general nonlinear discrete optimal control problem. We obtain necessary conditions for optimality -- nonnegativity of the second variation. As the second variation is a discrete quadratic functional, weproceed by deriving necessary conditions for the nonnegativity of such functionals. Certain controllability (or normality) assumption is required.
Czech name
Discrete optimal control: the accessory problem and necessary optimality conditions
Czech description
In this work we derive the accessory problem for a general nonlinear discrete optimal control problem. We obtain necessary conditions for optimality -- nonnegativity of the second variation. As the second variation is a discrete quadratic functional, weproceed by deriving necessary conditions for the nonnegativity of such functionals. Certain controllability (or normality) assumption is required.

Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/GA201%2F98%2F0677" target="_blank" >GA201/98/0677: Difference equations and their applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2000
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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