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Optimality conditions for discrete-time control problems

2020, Rojas Medar, Marko Antonio, Isoton, Camila, Batista dos Santos, Lucelina, Vivanco-Orellana, Violeta

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.