Publication details
Discrete optimal control: the accessory problem and necessary optimality conditions
| Authors | |
|---|---|
| Year of publication | 2000 |
| Type | Article in Periodical |
| Magazine / Source | Journal of Mathematical Analysis and Applications |
| MU Faculty or unit | |
| Citation | |
| Field | General mathematics |
| Keywords | discrete maximum principle; discrete Hamiltonian system; discrete quadratic functional; accesory problem; optimality conditions; Jacobi system; conjugate interval; controllability |
| 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, we proceed by deriving necessary conditions for the nonnegativity of such functionals. Certain controllability (or normality) assumption is required. |
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