Second‐order necessary optimality conditions for a discrete optimal control problem with nonlinear state equations

2020 ◽  
Vol 41 (6) ◽  
pp. 2250-2281
Author(s):  
N. T. Toan ◽  
L. Q. Thuy ◽  
Q. H. Ansari ◽  
J.‐C. Yao
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimality Conditions ◽  
Necessary Optimality Conditions ◽  
Second Order ◽  
State Equations ◽  
Discrete Optimal Control ◽  
Discrete Optimal Control Problem ◽  
Nonlinear State

NECESSARY OPTIMALITY CONDITIONS FOR OPTIMAL CONTROL PROBLEM WITH SECOND ORDER EQUATION

2018 ◽  
pp. 437-440
Author(s):  
Alexandr Mikhailovich Kotyukov ◽  
Mikhail Mikhailovich Kotyukov
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimality Conditions ◽  
Pontryagin Maximum Principle ◽  
Necessary Optimality Conditions ◽  
Order Equation ◽  
Second Order

An optimal control problem with second order equation is considered. For this problem Pontryagin maximum principle is obtained. Also non-triviality condition is proved.

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