Necessary first and second order optimality conditions in a discrete optimal control problem

An optimal control problem described by a system of two-dimensional nonlinear difference Volterra-type equations that are a discrete analogue of the two-dimensional integral Volterra equation is considered. The first and second variations of the quality functional are calculated assuming that the co...

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Veröffentlicht in:Automatic control and computer sciences 2013-02, Vol.47 (1), p.7-14
Hauptverfasser: Amirova, R. R., Mansimov, K. B.
Format: Artikel
Sprache:eng
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Zusammenfassung:An optimal control problem described by a system of two-dimensional nonlinear difference Volterra-type equations that are a discrete analogue of the two-dimensional integral Volterra equation is considered. The first and second variations of the quality functional are calculated assuming that the control domain is open. They are used to obtain an analogue of the Euler equation and to find the necessary second order optimality conditions that can be checked constructively.
ISSN:0146-4116
1558-108X
DOI:10.3103/S0146411613010021