Discrete optimal control: the accessory problem and necessary optimality conditions
| Autoři | |
|---|---|
| Rok publikování | 2000 |
| Druh | Článek v odborném periodiku |
| Časopis / Zdroj | Journal of Mathematical Analysis and Applications |
| Fakulta / Pracoviště MU | |
| Citace | |
| Obor | Obecná matematika |
| Klíčová slova | discrete maximum principle; discrete Hamiltonian system; discrete quadratic functional; accesory problem; optimality conditions; Jacobi system; conjugate interval; controllability |
| Popis | 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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