Necessary Optimality Conditions of the First and Second Order in a Single-Step Control Problem Described by a Difference Equation and a Volterra-Type Integro-Differential Equation

A stepwise optimal control problem described by a set of difference and Volterra-type integro-differential equations and a Bolza functional is considered. Previously, similar problems were studied for the case of differential and ordinary difference equations. Assuming that the control domains are o...

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Veröffentlicht in:Computational mathematics and mathematical physics 2024, Vol.64 (10), p.2256-2268
Hauptverfasser: Mansimov, K. B., Kerimova, A. V.
Format: Artikel
Sprache:eng
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Zusammenfassung:A stepwise optimal control problem described by a set of difference and Volterra-type integro-differential equations and a Bolza functional is considered. Previously, similar problems were studied for the case of differential and ordinary difference equations. Assuming that the control domains are open, using a modified version of the increment method, the first and second variations of the quality functional are calculated. Using these variations, an analogue of the Euler equation and a number of constructively verifiable necessary optimality conditions of the second order are proved.
ISSN:0965-5425
1555-6662
DOI:10.1134/S0965542524701240