Pontryagin’s maximum principle for dynamic systems on time scales

DOI10.1080/10236198.2017.1284829zbMath1401.34086OpenAlexW2586979998MaRDI QIDQ4596581

Kenzhegaly Kenzhebaev, Oleksandr Stanzhytskyi, Olga Lavrova, Martin J. Bohner

Publication date: 1 December 2017

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2017.1284829

zbMATH Keywords

optimal controlLagrange multipliertime scaleLagrange functionneedle-like variationsright-dense pointright-scattered point

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Control problems for functional-differential equations (34K35) Discrete version of topics in analysis (39A12) Difference equations, scaling ((q)-differences) (39A13) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic equations on time scales or measure chains (34N99)

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On the relation between oscillation of solutions of differential equations and corresponding equations on time scales ⋮ Optimality necessary conditions for an optimal control problem on time scales ⋮ Stochastic linear quadratic control problem on time scales ⋮ Optimal control for some classes of dynamic equations on the infinite interval of time scale ⋮ The relation between the existence of bounded global solutions of the differential equations and equations on time scales ⋮ The application of a universal separating vector lemma to optimal sampled-data control problems with nonsmooth Mayer cost function ⋮ Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales ⋮ Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales ⋮ Pontryagin maximum principle for state constrained optimal sampled-data control problems on time scales ⋮ Optimal Control for Systems of Differential Equations on the Infinite Interval of Time Scale

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