First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function

First and second order necessary optimality conditions for a discrete-time optimal control... The paper deals with a nonlinear discrete-time optimal control problem with a vector-valued objective function of terminal type. For the admissible controls of the problem under consideration which satisfy the additional regularity condition of the Lyusternik type we prove the first and second necessary optimality conditions extending such the classical optimality conditions as the Euler condition and the negativity of second variation of the objective function. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Positivity Springer Journals

First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function

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Publisher
Springer Basel
Copyright
Copyright © 2012 by Springer Basel AG
Subject
Mathematics; Fourier Analysis; Operator Theory; Potential Theory; Calculus of Variations and Optimal Control; Optimization; Econometrics
ISSN
1385-1292
eISSN
1572-9281
D.O.I.
10.1007/s11117-012-0183-7
Publisher site
See Article on Publisher Site

Abstract

The paper deals with a nonlinear discrete-time optimal control problem with a vector-valued objective function of terminal type. For the admissible controls of the problem under consideration which satisfy the additional regularity condition of the Lyusternik type we prove the first and second necessary optimality conditions extending such the classical optimality conditions as the Euler condition and the negativity of second variation of the objective function.

Journal

PositivitySpringer Journals

Published: May 27, 2012

References

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