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

Departamento de Matemática

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

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

3 Citas (Scopus)

Resumen

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.

Idioma original	Inglés
Páginas (desde-hasta)	115-133
Número de páginas	19
Publicación	Journal of Optimization Theory and Applications
Volumen	185
N.º	1
DOI	https://doi.org/10.1007/s10957-020-01638-5
Estado	Publicada - 1 abr 2020

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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.",

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AU - Isoton, Camila

AU - dos Santos, Lucelina Batista

AU - Vivanco-Orellana, Violeta

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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.

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KW - Optimality conditions

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Optimality Conditions for Discrete-Time Control Problems

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