Optimality Conditions for Discrete-Time Control Problems

Marko Antonio Rojas-Medar; Camila Isoton; Lucelina Batista dos Santos; Violeta Vivanco-Orellana

doi:10.1007/s10957-020-01638-5

Optimality Conditions for Discrete-Time Control Problems

Marko Antonio Rojas-Medar
, Camila Isoton
, Lucelina Batista dos Santos
, Violeta Vivanco-Orellana

Department of Mathematics

Universidade Tecnológica Federal do Paraná
Universidade Federal do Paraná
Universidad Católica de la Santísima Concepción

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	115-133
Number of pages	19
Journal	Journal of Optimization Theory and Applications
Volume	185
Issue number	1
DOIs	https://doi.org/10.1007/s10957-020-01638-5
State	Published - 1 Apr 2020

Keywords

Discrete Maximum Principle
Dubovitskii–Milyutin formalism
Optimality conditions

Access to Document

10.1007/s10957-020-01638-5

Cite this

@article{e7452b1885f5432b841188b6cbcfedd9,

title = "Optimality Conditions for Discrete-Time Control Problems",

abstract = "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.",

keywords = "Discrete Maximum Principle, Dubovitskii–Milyutin formalism, Optimality conditions",

author = "Rojas-Medar, \{Marko Antonio\} and Camila Isoton and \{dos Santos\}, \{Lucelina Batista\} and Violeta Vivanco-Orellana",

note = "Publisher Copyright: {\textcopyright} 2020, Springer Science+Business Media, LLC, part of Springer Nature.",

year = "2020",

month = apr,

day = "1",

doi = "10.1007/s10957-020-01638-5",

language = "English",

volume = "185",

pages = "115--133",

journal = "Journal of Optimization Theory and Applications",

issn = "0022-3239",

number = "1",

}

TY - JOUR

T1 - Optimality Conditions for Discrete-Time Control Problems

AU - Rojas-Medar, Marko Antonio

AU - Isoton, Camila

AU - dos Santos, Lucelina Batista

AU - Vivanco-Orellana, Violeta

PY - 2020/4/1

Y1 - 2020/4/1

N2 - 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.

AB - 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.

KW - Discrete Maximum Principle

KW - Dubovitskii–Milyutin formalism

KW - Optimality conditions

UR - https://www.scopus.com/pages/publications/85081378494

U2 - 10.1007/s10957-020-01638-5

DO - 10.1007/s10957-020-01638-5

M3 - Article

AN - SCOPUS:85081378494

SN - 0022-3239

VL - 185

SP - 115

EP - 133

JO - Journal of Optimization Theory and Applications

JF - Journal of Optimization Theory and Applications

IS - 1

ER -

Optimality Conditions for Discrete-Time Control Problems

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this