Optimality Conditions for Discrete-Time Control Problems

Marko Antonio Rojas-Medar (), Camila Isoton (), Lucelina Batista Santos () and Violeta Vivanco-Orellana ()
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Marko Antonio Rojas-Medar: Universidad de Tarapacá
Camila Isoton: Universidade Tecnológica Federal do Paraná
Lucelina Batista Santos: Universidade Federal do Paraná
Violeta Vivanco-Orellana: Universidad Católica de la Santísima Concepción

Journal of Optimization Theory and Applications, 2020, vol. 185, issue 1, No 8, 115-133

Abstract: Abstract We consider an optimal control problem governed by a system of nonlinear difference equations. We obtain the existence of the optimal control as well as first-order optimality conditions of Pontryagin type by using the Dubovitskii–Milyutin formalism. Also, we give the necessary and sufficient conditions for global optimality.

Keywords: Discrete Maximum Principle; Optimality conditions; Dubovitskii–Milyutin formalism; 93C55; 49K99; 39A12; 90C46 (search for similar items in EconPapers)
Date: 2020
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-020-01638-5

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