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

Mardanov, Misir J and Melikov, Telman K and Malik, Samin T and Malikov, Kamran (2020) 'First- and second-order necessary conditions with respect to components for discrete optimal control problems.' Journal of Computational and Applied Mathematics, 364. ISSN 0377-0427

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Abstract

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.

Item Type: Article
Uncontrolled Keywords: Discrete maximum principle with respect to components, Singular and quasi-singular controls with respect to components, Optimal control, Necessary conditions, Second-order optimality conditions
Divisions: Faculty of Social Sciences > Essex Business School
Faculty of Social Sciences > Essex Business School > Essex Accounting Centre
Depositing User: Elements
Date Deposited: 07 Aug 2019 15:11
Last Modified: 07 Aug 2019 15:11
URI: http://repository.essex.ac.uk/id/eprint/25096

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