Publication: Optimality conditions for discrete-time control problems
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Date
2020
Authors
Rojas Medar, Marko Antonio
Isoton, Camila
Batista dos Santos, Lucelina
Dra. Vivanco-Orellana, Violeta
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
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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Keywords
Discrete maximum principle, Optimality conditions, Dubovitskii–Milyutin formalism