Second order sufficiency criteria for a discrete optimal control problem

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F02%3A00008167" target="_blank" >RIV/00216224:14310/02:00008167 - 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

Second order sufficiency criteria for a discrete optimal control problem

Original language description

In this work we derive second order necessary and sufficient optimality conditions for a discrete optimal control problem with one variable and one fixed endpoints, and with equality control constraints. In particular, the positivity of the second variation, which is a discrete quadratic functional with appropriate boundary conditions, is characterized in terms of the nonexistence of intervals conjugate to 0, the existence of a certain conjoined basis of the associated linear Hamiltonian difference system, or the existence of a symmetric solution to the implicit and explicit Riccati matrix equations. Some results require a certain minimal normality assumption, and are derived using the sensitivity analysis technique.

Czech name

Second order sufficiency criteria for a discrete optimal control problem

Czech description

In this work we derive second order necessary and sufficient optimality conditions for a discrete optimal control problem with one variable and one fixed endpoints, and with equality control constraints. In particular, the positivity of the second variation, which is a discrete quadratic functional with appropriate boundary conditions, is characterized in terms of the nonexistence of intervals conjugate to 0, the existence of a certain conjoined basis of the associated linear Hamiltonian difference system, or the existence of a symmetric solution to the implicit and explicit Riccati matrix equations. Some results require a certain minimal normality assumption, and are derived using the sensitivity analysis technique.

Type

J_x - 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%2F01%2F0079" target="_blank" >GA201/01/0079: Qualitative theory of solutions of difference equations</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2002

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Journal of Difference Equations and Applications

ISSN

1023-6198

e-ISSN

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Volume of the periodical

8

Issue of the periodical within the volume

6

Country of publishing house

GB - UNITED KINGDOM

Number of pages

30

Pages from-to

573-602

UT code for WoS article

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EID of the result in the Scopus database

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