Discrete optimal control: The accessory problem and necessary optimality conditions

Authors
Hilscher, R Zeidan, V
Citation
R. Hilscher et V. Zeidan, Discrete optimal control: The accessory problem and necessary optimality conditions, J MATH ANAL, 243(2), 2000, pp. 429-452
Citations number
18
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
ISSN journal
0022247X → ACNP
Volume
243
Issue
2
Year of publication
2000
Pages
429 - 452
Database
ISI
SICI code
0022-247X(20000315)243:2<429:DOCTAP>2.0.ZU;2-M
Abstract
In this work we derive the accessory problem for a general nonlinear discre te optimal control problem. We obtain necessary conditions for optimality-n onnegativity 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. A certain controllability (or normality) assumption is required (C) 2000 Academic Press.