A new discrete analogue of Pontryagin's maximum principle

DOI10.1134/S1064562418070049zbMath1411.49012OpenAlexW2910817715MaRDI QIDQ1732048

Telman K. Melikov, Misir J. Mardanov

Publication date: 15 March 2019

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562418070049

zbMATH Keywords

discrete Pontryagin's maximum principleequality-type optimality condition

Mathematics Subject Classification ID

Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items (9)

First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems ⋮ OPTIMAL CONTROL OF SEMILINEAR HIGHER-ORDER DIFFERENTIAL INCLUSIONS ⋮ Optimization of Mayer functional in problems with discrete and differential inclusions and viability constraints ⋮ Second‐order necessary optimality conditions for discrete‐time stochastic systems ⋮ Stochastic maximum principle for discrete time mean‐field optimal control problems ⋮ First- and second-order necessary conditions with respect to components for discrete optimal control problems ⋮ On necessary optimality conditions for discrete control systems ⋮ Discrete maximum principle in systems with a delay in control ⋮ A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type

Cites Work

• On the necessary condition for optimal control of nonlinear systems
• The maximum principle for discrete control systems
• On necessary optimality conditions in discrete control systems
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