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Optimality Conditions for Discrete-Time Control Problems
Journal of Optimization Theory and Applications ( IF 1.6 ) Pub Date : 2020-02-29 , DOI: 10.1007/s10957-020-01638-5
Marko Antonio Rojas-Medar , Camila Isoton , Lucelina Batista dos Santos , Violeta Vivanco-Orellana

We consider an optimal control problem governed by a system of nonlinear difference equations. We obtain the existence of the optimal control as well as first-order optimality conditions of Pontryagin type by using the Dubovitskii–Milyutin formalism. Also, we give the necessary and sufficient conditions for global optimality.

中文翻译:

离散时间控制问题的最优条件

我们考虑由非线性差分方程组控制的最优控制问题。我们通过使用 Dubovitskii-Milyutin 形式主义获得了 Pontryagin 类型的最优控制和一阶最优条件的存在性。此外,我们给出了全局最优的充要条件。
更新日期:2020-02-29
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