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Support majorants and feedback minimum principles for discrete optimal control problems
V. A. Dykhtaab a Matrosov Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, Irkutsk
b Irkutsk State University
Abstract:
Support conditions for two classes of problems are found: problems for which the discrete maximum principle is valid and for generalized solutions that are optimal in a convex problem with trajectories realized in the original formulation.
Keywords:
necessary conditions, discrete minimum principle, feedback minimum principle, Hamilton–Jacobi inequality
Citation:
V. A. Dykhta, “Support majorants and feedback minimum principles for discrete optimal control problems”, Proceedings of the 5th International Conference "Dynamical Systems and Computer Science: Theory and Applications"
(DYSC 2023). Irkutsk, September 18-23, 2023, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 234, VINITI, Moscow, 2024, 43–49
Linking options:
https://www.mathnet.ru/eng/into1291 https://www.mathnet.ru/eng/into/v234/p43
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Abstract page: | 97 | Full-text PDF : | 19 | References: | 21 |
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