Necessary First- and Second-Order Optimality Conditions in Discrete Systems with a Delay in Control

In the paper, an optimal control problem with a delay in control is considered. Suggesting a new approach, Euler-type necessary optimality conditions and the linearized discrete maximum principle are established. Also, the second-order necessary optimality conditions (a) based on the second variatio...

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Veröffentlicht in:Journal of dynamical and control systems 2019, Vol.25 (1), p.29-43
Hauptverfasser: Mardanov, Misir J., Malik, Samin T.
Format: Artikel
Sprache:eng
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Zusammenfassung:In the paper, an optimal control problem with a delay in control is considered. Suggesting a new approach, Euler-type necessary optimality conditions and the linearized discrete maximum principle are established. Also, the second-order necessary optimality conditions (a) based on the second variation of the objective functional and (b) for quasi-singular controls are obtained. An example to illustrate the richness of content of the suggested approach is presented.
ISSN:1079-2724
1573-8698
DOI:10.1007/s10883-017-9394-3