First- and second-order necessary conditions with respect to components for discrete optimal control problems

Mardanov M. J., Melikov T. K., Malik S. T., Məlikov K.

Journal of Computational and Applied Mathematics, vol.364, 2020 (SCI-Expanded, Scopus) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 364
  • Nəşr tarixi: 2020
  • Doi nömrəsi: 10.1016/j.cam.2019.112342
  • jurnalın adı: Journal of Computational and Applied Mathematics
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Aerospace Database, Applied Science & Technology Source, Communication Abstracts, Compendex, Computer & Applied Sciences, INSPEC, MathSciNet, Metadex, zbMATH, DIALNET, Civil Engineering Abstracts
  • Açar sözlər: Discrete maximum principle with respect to components, Necessary conditions, Optimal control, Second-order optimality conditions, Singular and quasi-singular controls with respect to components
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Bəli

Qısa məlumat

This paper is devoted to the study of discrete optimal control problems. We aim to obtain more constructive optimality conditions under weakened convexity assumptions. Based on a new approach introduced in this work, an optimality condition with respect to every component is obtained in the form of a global maximum principle. In addition, an optimality condition with respect to one of the components of a control in the form of the global maximum principle and with respect to another component of a control in the form of the linearized maximum principle are obtained. Furthermore, various second-order optimality conditions in terms of singular and quasi-singular controls with respect to the components are obtained on the fly.