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Optimality conditions for discrete-time control problems
Rojas Medar, Marko Antonio
Isoton, Camila
Batista dos Santos, Lucelina
Springer
2020
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.
Discrete maximum principle
Optimality conditions
Dubovitskii–Milyutin formalism
Economía y negocios
Matemáticas